+340.2%
COP vs SFM
+280.6%
+59.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.6% |
| 7D | -0.5% | -7.2% | +6.7% | +0.4% |
| 30D | +11.7% | -14.3% | +26.0% | +13.7% |
| 3M | +17.7% | -13.7% | +31.4% | +19.4% |
| 6M | +18.3% | -6.0% | +24.3% | +18.3% |
| YTD | +49.1% | -8.2% | +57.3% | +49.3% |
| 1Y | +53.3% | -46.2% | +99.6% | +63.9% |
| 3Y | +22.2% | +83.6% | -61.4% | +7.9% |
| 5Y | +193.3% | +212.7% | -19.4% | +131.6% |
| 10Y | +340.2% | +273.0% | +67.2% | +230.7% |
| All | +340.2% | +280.6% | +59.7% | +230.7% |
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 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