+70.7%
CIFR vs SBAC
-33.8%
+104.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -8.4% |
| 7D | +11.3% | +0.2% | +11.2% | +11.4% |
| 30D | +3.5% | +3.9% | -0.4% | +2.4% |
| 3M | -26.6% | -8.2% | -18.5% | -25.4% |
| 6M | +18.1% | -2.8% | +20.9% | +15.7% |
| YTD | +14.5% | -1.5% | +16.0% | +11.3% |
| 1Y | +83.3% | 0.0% | +83.3% | +77.1% |
| 3Y | +461.5% | -8.4% | +469.9% | +429.4% |
| 5Y | +29.3% | -43.5% | +72.8% | +57.3% |
| All | +70.7% | -33.8% | +104.5% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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