+150.3%
CI vs SFM
+138.5%
+11.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.8% |
| 7D | +2.6% | -6.9% | +9.5% | +3.7% |
| 30D | +7.3% | -25.0% | +32.3% | +11.3% |
| 3M | +9.5% | -42.7% | +52.2% | +18.1% |
| 6M | +6.4% | -41.0% | +47.4% | +13.9% |
| YTD | +12.0% | -38.7% | +50.7% | +18.5% |
| 1Y | +20.1% | -38.1% | +58.2% | +26.7% |
| 3Y | +9.6% | +19.3% | -9.8% | +4.1% |
| 5Y | +52.7% | +103.1% | -50.4% | +29.7% |
| 10Y | +150.3% | +131.1% | +19.2% | +103.7% |
| All | +150.3% | +138.5% | +11.8% | +103.7% |
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