+87.0%
CIFR vs SFM
+257.5%
-170.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.5% | +10.8% | +5.9% |
| 7D | +26.7% | -5.8% | +32.5% | +28.4% |
| 30D | +7.7% | -11.4% | +19.1% | +10.5% |
| 3M | -23.8% | -12.2% | -11.6% | -21.9% |
| 6M | +35.9% | -5.2% | +41.1% | +35.0% |
| YTD | +25.4% | -4.5% | +29.9% | +23.8% |
| 1Y | +139.8% | -45.4% | +185.2% | +173.6% |
| 3Y | +515.0% | +91.1% | +423.9% | +451.6% |
| 5Y | +52.1% | +226.8% | -174.7% | +32.2% |
| All | +87.0% | +257.5% | -170.5% | +63.8% |
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