+51.2%
CI vs SFM
+116.0%
-64.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +1.2% | +6.0% | -4.9% | +0.4% |
| 30D | +2.6% | -19.5% | +22.0% | +4.9% |
| 3M | +7.4% | -37.0% | +44.5% | +13.5% |
| 6M | -0.1% | -41.0% | +40.9% | +6.2% |
| YTD | +9.7% | -34.6% | +44.4% | +14.6% |
| 1Y | +12.1% | -36.3% | +48.4% | +17.5% |
| 3Y | +7.0% | +24.5% | -17.5% | +6.7% |
| All | +51.2% | +116.0% | -64.7% | +36.9% |
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