-27.8%
CIFR vs SFM
+141.3%
-169.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.2% |
| 7D | +28.8% | -0.4% | +29.3% | +28.8% |
| 30D | -36.9% | -19.2% | -17.7% | -34.6% |
| 3M | -60.0% | -40.3% | -19.7% | -55.5% |
| 6M | -64.4% | -40.9% | -23.5% | -60.5% |
| YTD | -51.6% | -35.5% | -16.0% | -48.2% |
| 1Y | -58.9% | -37.4% | -21.4% | -55.7% |
| 3Y | +139.9% | +25.5% | +114.5% | +133.7% |
| 5Y | -15.1% | +113.0% | -128.1% | -20.0% |
| All | -27.8% | +141.3% | -169.1% | -31.5% |
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