+1,110.7%
CAT vs SFM
+326.6%
+784.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | -4.4% | -2.2% | -6.1% |
| 3M | -13.3% | +1.5% | -14.8% | -13.9% |
| 6M | +11.6% | +6.5% | +5.1% | +9.6% |
| YTD | +42.9% | +2.2% | +40.8% | +40.9% |
| 1Y | +95.4% | -41.9% | +137.3% | +107.1% |
| 3Y | +196.6% | +106.8% | +89.8% | +157.6% |
| 5Y | +321.7% | +231.6% | +90.1% | +235.7% |
| All | +1,110.7% | +326.6% | +784.1% | +800.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling