+512.3%
COR vs SFM
+146.8%
+365.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | +2.3% | -10.2% | +12.6% | +3.8% |
| 30D | +6.8% | -23.9% | +30.7% | +10.0% |
| 3M | +8.1% | -42.3% | +50.4% | +15.5% |
| 6M | +33.0% | -40.1% | +73.1% | +40.8% |
| YTD | +3.0% | -37.8% | +40.8% | +7.9% |
| 1Y | -3.4% | -37.1% | +33.7% | +0.9% |
| 3Y | +80.1% | +21.5% | +58.6% | +60.7% |
| 5Y | +194.7% | +103.8% | +90.9% | +128.8% |
| 10Y | +512.3% | +142.0% | +370.3% | +344.9% |
| All | +512.3% | +146.8% | +365.5% | +344.9% |
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