+235.6%
CAPR vs SFM
+27.3%
+208.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.0% |
| 7D | +5.9% | +6.0% | -0.2% | +5.7% |
| 30D | +44.6% | -19.5% | +64.1% | +44.4% |
| 3M | +126.4% | -37.0% | +163.4% | +125.5% |
| 6M | -68.6% | -41.0% | -27.6% | -68.4% |
| YTD | -67.0% | -34.6% | -32.3% | -67.3% |
| 1Y | +65.2% | -36.3% | +101.4% | +64.8% |
| 3Y | +235.6% | +24.5% | +211.0% | +142.0% |
| All | +235.6% | +27.3% | +208.2% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling