+71.0%
CME vs SFM
+105.4%
-34.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | 0.0% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +13.2% | -24.8% | +37.9% | +15.5% |
| 3M | +16.3% | -43.7% | +60.0% | +21.4% |
| 6M | +7.1% | -37.3% | +44.4% | +10.8% |
| YTD | +15.8% | -38.4% | +54.2% | +19.7% |
| 1Y | +17.1% | -36.9% | +54.0% | +20.7% |
| 3Y | +63.2% | +20.7% | +42.5% | +53.1% |
| All | +71.0% | +105.4% | -34.3% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling