-40.0%
CAPR vs SFM
+40.3%
-80.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.8% | +9.5% | +4.9% |
| 7D | +41.1% | -1.2% | +42.3% | +41.1% |
| 30D | +11.1% | -24.8% | +35.9% | +12.4% |
| 3M | +115.3% | -43.7% | +159.0% | +120.6% |
| 6M | -73.8% | -37.3% | -36.6% | -73.5% |
| YTD | -68.8% | -38.4% | -30.4% | -68.5% |
| 1Y | +43.3% | -36.9% | +80.2% | +44.7% |
| 3Y | +214.7% | +20.7% | +194.0% | +199.5% |
| 5Y | +141.3% | +103.5% | +37.8% | +119.0% |
| 10Y | -67.0% | +139.7% | -206.8% | -71.4% |
| All | -40.0% | +40.3% | -80.3% | -40.9% |
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