-5.5%
CI vs SFM
-41.4%
+35.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +4.4% | -4.4% | +8.8% | +5.5% |
| 3M | +0.7% | +1.5% | -0.9% | -0.6% |
| 6M | +0.3% | +6.5% | -6.1% | -2.9% |
| YTD | +3.8% | +2.2% | +1.6% | +2.3% |
| 1Y | -5.5% | -41.9% | +36.4% | +18.1% |
| All | -5.5% | -41.4% | +35.9% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling