-26.9%
CIFR vs SBAC
-40.7%
+13.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +3.9% |
| 7D | -0.7% | +3.0% | -3.7% | -1.8% |
| 30D | -49.6% | +4.3% | -53.9% | -50.5% |
| 3M | -60.4% | +4.1% | -64.5% | -61.1% |
| 6M | -66.9% | -11.6% | -55.2% | -66.1% |
| YTD | -53.9% | +0.4% | -54.2% | -55.8% |
| 1Y | -67.1% | -1.1% | -66.0% | -68.2% |
| 3Y | +118.3% | -7.3% | +125.5% | +101.6% |
| 5Y | -26.9% | -40.8% | +13.9% | -8.8% |
| All | -26.9% | -40.7% | +13.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling