+79.1%
CME vs SFM
+230.0%
-150.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +6.2% | -4.4% | +10.6% | +6.5% |
| 3M | +10.4% | +1.5% | +8.9% | +10.1% |
| 6M | -9.5% | +6.5% | -16.0% | -10.2% |
| YTD | +6.0% | +2.2% | +3.8% | +5.4% |
| 1Y | +9.3% | -41.9% | +51.2% | +13.3% |
| 3Y | +57.7% | +106.8% | -49.1% | +43.1% |
| All | +79.1% | +230.0% | -150.9% | +58.8% |
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