+282.1%
CME vs SFM
+293.3%
-11.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.5% |
| 7D | -2.9% | -5.8% | +2.9% | -2.3% |
| 30D | +5.5% | -11.4% | +16.9% | +6.6% |
| 3M | +11.0% | -12.2% | +23.2% | +12.1% |
| 6M | -9.7% | -5.2% | -4.5% | -9.6% |
| YTD | +4.9% | -4.5% | +9.3% | +4.8% |
| 1Y | +10.1% | -45.4% | +55.5% | +15.4% |
| 3Y | +53.5% | +91.1% | -37.6% | +39.6% |
| 5Y | +77.2% | +226.8% | -149.6% | +49.6% |
| 10Y | +282.1% | +291.9% | -9.8% | +199.7% |
| All | +282.1% | +293.3% | -11.2% | +199.7% |
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