-77.4%
CAPR vs SFM
+293.3%
-370.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -3.4% |
| 7D | -9.5% | -5.8% | -3.7% | -9.3% |
| 30D | +121.5% | -11.4% | +132.9% | +122.2% |
| 3M | -65.4% | -12.2% | -53.2% | -65.3% |
| 6M | -67.5% | -5.2% | -62.4% | -67.7% |
| YTD | -68.6% | -4.5% | -64.1% | -68.8% |
| 1Y | +42.7% | -45.4% | +88.1% | +46.5% |
| 3Y | +43.4% | +91.1% | -47.7% | +35.2% |
| 5Y | +86.0% | +226.8% | -140.8% | +68.7% |
| 10Y | -77.4% | +291.9% | -369.3% | -80.5% |
| All | -77.4% | +293.3% | -370.7% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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