-46.2%
SFM vs ALM
+279.2%
-325.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.1% |
| 7D | -8.8% | -7.1% | -1.6% | -8.7% |
| 30D | -14.5% | +24.7% | -39.1% | -14.9% |
| 3M | -16.8% | +8.3% | -25.1% | -17.3% |
| 6M | -5.3% | -22.2% | +16.8% | -5.6% |
| YTD | -9.4% | +88.1% | -97.5% | -14.7% |
| 1Y | -46.2% | +272.4% | -318.5% | -52.9% |
| All | -46.2% | +279.2% | -325.3% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling