-68.2%
CAPR vs SFM
+138.5%
-206.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.4% | -8.5% | -9.9% |
| 7D | +7.6% | -6.9% | +14.5% | +8.0% |
| 30D | +13.3% | -25.0% | +38.3% | +14.3% |
| 3M | +130.4% | -42.7% | +173.1% | +134.8% |
| 6M | -70.8% | -41.0% | -29.8% | -70.4% |
| YTD | -69.3% | -38.7% | -30.6% | -69.0% |
| 1Y | +59.5% | -38.1% | +97.7% | +60.8% |
| 3Y | +216.8% | +19.3% | +197.4% | +201.4% |
| 5Y | +152.7% | +103.1% | +49.6% | +129.9% |
| 10Y | -68.2% | +131.1% | -199.3% | -73.2% |
| All | -68.2% | +138.5% | -206.7% | -73.2% |
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