+144.6%
CAPR vs SFM
+105.4%
+39.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.8% | +9.5% | +4.7% |
| 7D | +41.1% | -1.2% | +42.3% | +41.0% |
| 30D | +11.1% | -24.8% | +35.9% | +11.3% |
| 3M | +115.3% | -43.7% | +159.0% | +115.8% |
| 6M | -73.8% | -37.3% | -36.6% | -73.9% |
| YTD | -68.8% | -38.4% | -30.4% | -68.9% |
| 1Y | +43.3% | -36.9% | +80.2% | +43.0% |
| 3Y | +214.7% | +20.7% | +194.0% | +200.2% |
| All | +144.6% | +105.4% | +39.2% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling