+630.9%
CME vs SFM
+40.3%
+590.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 3M | +16.3% | -43.7% | +60.0% | +21.7% |
| 6M | +7.1% | -37.3% | +44.4% | +10.9% |
| 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% | +55.6% |
| 5Y | +70.2% | +103.5% | -33.3% | +52.3% |
| 10Y | +337.0% | +139.7% | +197.3% | +274.1% |
| All | +630.9% | +40.3% | +590.6% | +550.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling