+80.1%
CLF vs SFM
+146.8%
-66.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.8% |
| 7D | -14.1% | -10.2% | -3.9% | -12.2% |
| 30D | -5.5% | -23.9% | +18.3% | -1.4% |
| 3M | 0.0% | -42.3% | +42.3% | +10.6% |
| 6M | +11.3% | -40.1% | +51.4% | +20.7% |
| YTD | -7.7% | -37.8% | +30.1% | -1.9% |
| 1Y | +17.5% | -37.1% | +54.6% | +24.3% |
| 3Y | -25.4% | +21.5% | -47.0% | -33.9% |
| 5Y | -46.0% | +103.8% | -149.7% | -58.6% |
| 10Y | +80.1% | +142.0% | -61.9% | +21.7% |
| All | +80.1% | +146.8% | -66.7% | +21.7% |
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