+139.1%
CI vs SFM
+293.3%
-154.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.4% |
| 7D | -2.6% | -5.8% | +3.3% | -1.7% |
| 30D | -2.4% | -11.4% | +9.0% | -0.7% |
| 3M | -4.8% | -12.2% | +7.4% | -3.2% |
| 6M | +2.1% | -5.2% | +7.3% | +2.2% |
| YTD | +1.4% | -4.5% | +5.8% | +1.1% |
| 1Y | -6.8% | -45.4% | +38.6% | +0.7% |
| 3Y | +3.3% | +91.1% | -87.8% | -7.8% |
| 5Y | +41.1% | +226.8% | -185.7% | +12.6% |
| 10Y | +139.1% | +291.9% | -152.9% | +78.7% |
| All | +139.1% | +293.3% | -154.3% | +78.7% |
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