+23.6%
SFM vs ALM
+318.3%
-294.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.9% |
| 7D | -10.2% | +0.7% | -11.0% | -10.2% |
| 30D | -23.9% | -26.1% | +2.2% | -23.7% |
| 3M | -42.3% | -38.1% | -4.1% | -42.1% |
| 6M | -40.1% | -55.4% | +15.3% | -39.9% |
| YTD | -37.8% | -0.4% | -37.4% | -38.1% |
| 1Y | -37.1% | +25.4% | -62.4% | -37.6% |
| 3Y | +21.5% | +907.8% | -886.2% | +19.1% |
| 5Y | +103.8% | +440.2% | -336.4% | +99.6% |
| 10Y | +142.0% | +2,031.1% | -1,889.2% | +144.3% |
| All | +23.6% | +318.3% | -294.7% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling