-31.7%
CAPR vs SFM
+46.8%
-78.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.4% | -8.8% |
| 7D | +19.1% | -0.4% | +19.5% | +19.1% |
| 30D | +48.8% | -19.2% | +68.1% | +50.0% |
| 3M | +144.4% | -40.3% | +184.7% | +149.7% |
| 6M | -67.5% | -40.9% | -26.6% | -66.9% |
| YTD | -64.5% | -35.5% | -29.0% | -64.2% |
| 1Y | +74.4% | -37.4% | +111.9% | +76.5% |
| 3Y | +265.7% | +25.5% | +240.2% | +247.5% |
| 5Y | +196.0% | +113.0% | +82.9% | +168.0% |
| 10Y | -62.4% | +136.3% | -198.7% | -67.3% |
| All | -31.7% | +46.8% | -78.5% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling