-37.3%
CAPR vs SFM
+132.6%
-169.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.2% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +139.2% | -4.4% | +143.6% | +139.6% |
| 3M | -66.4% | +1.5% | -67.9% | -66.6% |
| 6M | -63.1% | +6.5% | -69.6% | -63.7% |
| YTD | -67.4% | +2.2% | -69.6% | -67.8% |
| 1Y | +58.2% | -41.9% | +100.1% | +62.5% |
| 3Y | +42.2% | +106.8% | -64.5% | +32.2% |
| 5Y | +87.3% | +231.6% | -144.3% | +66.4% |
| 10Y | -75.3% | +258.4% | -333.7% | -78.9% |
| All | -37.3% | +132.6% | -169.9% | -39.6% |
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