+18.0%
CI vs SFM
-35.8%
+53.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.3% | +3.1% |
| 7D | +3.5% | -12.3% | +15.8% | +4.3% |
| 30D | +12.6% | -16.2% | +28.8% | +14.0% |
| 3M | +12.1% | -36.8% | +48.9% | +15.8% |
| 6M | +10.6% | -32.6% | +43.2% | +14.3% |
| YTD | +12.8% | -31.7% | +44.6% | +18.9% |
| 1Y | +18.0% | -35.0% | +53.0% | +25.8% |
| All | +18.0% | -35.8% | +53.8% | +25.8% |
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 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