+291.9%
SFM vs ALM
+3,219.4%
-2,927.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.8% | -15.3% | -6.6% |
| 7D | -5.8% | +8.4% | -14.2% | -5.9% |
| 30D | -11.4% | +34.8% | -46.2% | -11.8% |
| 3M | -12.2% | +16.2% | -28.4% | -12.6% |
| 6M | -5.2% | +2.1% | -7.3% | -5.6% |
| YTD | -4.5% | +117.0% | -121.5% | -6.3% |
| 1Y | -45.4% | +313.9% | -359.2% | -47.1% |
| 3Y | +91.1% | +2,327.9% | -2,236.8% | +80.9% |
| 5Y | +226.8% | +1,040.6% | -813.8% | +210.1% |
| 10Y | +291.9% | +3,219.4% | -2,927.5% | +284.9% |
| All | +291.9% | +3,219.4% | -2,927.5% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling