+87.5%
CLF vs SFM
+140.8%
-53.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.5% |
| 7D | +2.3% | -7.1% | +9.4% | +3.9% |
| 30D | +1.9% | -21.4% | +23.3% | +5.7% |
| 3M | +5.9% | -40.1% | +46.0% | +16.1% |
| 6M | +16.9% | -38.0% | +54.9% | +25.9% |
| YTD | -1.1% | -36.5% | +35.5% | +4.7% |
| 1Y | +28.8% | -35.2% | +64.0% | +35.3% |
| 3Y | -20.6% | +23.5% | -44.1% | -29.8% |
| 5Y | -41.5% | +109.7% | -151.2% | -55.4% |
| 10Y | +87.5% | +132.6% | -45.0% | +38.0% |
| All | +87.5% | +140.8% | -53.2% | +38.0% |
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