+219.8%
CFG vs SFM
+140.8%
+79.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.4% |
| 7D | -0.8% | -7.1% | +6.3% | +0.1% |
| 30D | +3.1% | -21.4% | +24.5% | +5.7% |
| 3M | -9.7% | -40.1% | +30.4% | -4.3% |
| 6M | +6.7% | -38.0% | +44.7% | +12.1% |
| YTD | +15.2% | -36.5% | +51.7% | +19.9% |
| 1Y | +28.8% | -35.2% | +64.0% | +33.5% |
| 3Y | +190.1% | +23.5% | +166.6% | +169.8% |
| 5Y | +63.4% | +109.7% | -46.3% | +37.9% |
| 10Y | +219.8% | +132.6% | +87.2% | +161.8% |
| All | +219.8% | +140.8% | +79.0% | +161.8% |
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 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