-64.7%
CAPR vs SFM
+146.8%
-211.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.5% | +9.4% |
| 7D | +36.0% | -10.2% | +46.3% | +36.6% |
| 30D | +25.8% | -23.9% | +49.7% | +26.9% |
| 3M | +140.8% | -42.3% | +183.1% | +145.3% |
| 6M | -67.6% | -40.1% | -27.4% | -67.2% |
| YTD | -65.9% | -37.8% | -28.1% | -65.6% |
| 1Y | +66.1% | -37.1% | +103.2% | +67.3% |
| 3Y | +256.9% | +21.5% | +235.3% | +239.3% |
| 5Y | +172.1% | +103.8% | +68.3% | +147.6% |
| 10Y | -64.7% | +142.0% | -206.7% | -70.6% |
| All | -64.7% | +146.8% | -211.5% | -70.6% |
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