+308.6%
CFG vs SFM
+293.3%
+15.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.3% |
| 7D | +2.7% | -5.8% | +8.5% | +3.4% |
| 30D | -3.7% | -11.4% | +7.7% | -2.3% |
| 3M | +9.5% | -12.2% | +21.7% | +11.0% |
| 6M | +22.2% | -5.2% | +27.4% | +22.0% |
| YTD | +22.3% | -4.5% | +26.8% | +21.7% |
| 1Y | +39.4% | -45.4% | +84.8% | +49.9% |
| 3Y | +188.5% | +91.1% | +97.4% | +155.2% |
| 5Y | +101.5% | +226.8% | -125.2% | +61.6% |
| 10Y | +308.6% | +291.9% | +16.7% | +202.0% |
| All | +308.6% | +293.3% | +15.3% | +202.0% |
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