+21.5%
SFM vs ALM
+907.8%
-886.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.7% |
| 7D | -10.2% | +0.7% | -11.0% | -10.3% |
| 30D | -23.9% | -26.1% | +2.2% | -23.2% |
| 3M | -42.3% | -38.1% | -4.1% | -41.6% |
| 6M | -40.1% | -55.4% | +15.3% | -39.1% |
| YTD | -37.8% | -0.4% | -37.4% | -39.6% |
| 1Y | -37.1% | +25.4% | -62.4% | -39.9% |
| 3Y | +21.5% | +907.8% | -886.2% | +5.0% |
| All | +21.5% | +907.8% | -886.2% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling