+81.0%
CAPR vs SFM
-36.1%
+117.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +3.5% | +23.0% | +26.6% |
| 7D | +25.8% | -7.1% | +32.8% | +25.0% |
| 30D | +50.2% | -21.4% | +71.6% | +46.5% |
| 3M | +185.5% | -40.1% | +225.6% | +163.6% |
| 6M | -64.8% | -38.0% | -26.8% | -66.0% |
| YTD | -61.1% | -36.5% | -24.6% | -58.2% |
| 1Y | +81.0% | -35.2% | +116.2% | +89.7% |
| All | +81.0% | -36.1% | +117.1% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling