+142.8%
CI vs SFM
+140.2%
+2.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +1.2% | +6.0% | -4.9% | +0.3% |
| 30D | +2.6% | -19.5% | +22.0% | +5.2% |
| 3M | +7.4% | -37.0% | +44.5% | +14.2% |
| 6M | -0.1% | -41.0% | +40.9% | +7.0% |
| YTD | +9.7% | -34.6% | +44.4% | +15.0% |
| 1Y | +12.1% | -36.3% | +48.4% | +17.9% |
| 3Y | +7.0% | +24.5% | -17.5% | +1.0% |
| 5Y | +49.7% | +115.9% | -66.2% | +26.0% |
| All | +142.8% | +140.2% | +2.6% | +98.9% |
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