+1,298.9%
COHR vs SFM
+271.4%
+1,027.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | +8.3% | -10.6% | +19.0% | +10.2% |
| 30D | -14.1% | -15.5% | +1.3% | -12.0% |
| 3M | -16.0% | -17.4% | +1.4% | -13.9% |
| 6M | +21.5% | -3.4% | +24.9% | +20.5% |
| YTD | +65.4% | -8.7% | +74.1% | +64.8% |
| 1Y | +195.0% | -47.2% | +242.2% | +224.9% |
| 3Y | +830.2% | +82.7% | +747.4% | +711.7% |
| 5Y | +397.1% | +214.3% | +182.8% | +286.9% |
| All | +1,298.9% | +271.4% | +1,027.4% | +834.0% |
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 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