+47.7%
CI vs SFM
+105.4%
-57.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | -2.0% |
| 7D | -1.6% | -1.2% | -0.3% | -1.5% |
| 30D | +5.4% | -24.8% | +30.2% | +8.8% |
| 3M | +7.3% | -43.7% | +50.9% | +15.0% |
| 6M | +5.3% | -37.3% | +42.6% | +11.0% |
| YTD | +8.5% | -38.4% | +46.8% | +14.2% |
| 1Y | +17.1% | -36.9% | +54.0% | +22.7% |
| 3Y | +1.4% | +20.7% | -19.3% | +1.7% |
| All | +47.7% | +105.4% | -57.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling