+14.1%
CME vs SFM
-37.1%
+51.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -0.6% | -10.2% | +9.7% | +0.4% |
| 30D | +8.5% | -23.9% | +32.4% | +10.9% |
| 3M | +16.0% | -42.3% | +58.3% | +21.9% |
| 6M | +9.3% | -40.1% | +49.5% | +14.5% |
| YTD | +15.3% | -37.8% | +53.1% | +19.6% |
| All | +14.1% | -37.1% | +51.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling