+407.4%
COR vs SFM
+280.6%
+126.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | -3.9% | -7.2% | +3.3% | -2.9% |
| 30D | -0.3% | -14.3% | +14.0% | +1.7% |
| 3M | +15.9% | -13.7% | +29.6% | +17.9% |
| 6M | -10.3% | -6.0% | -4.2% | -10.2% |
| YTD | -3.7% | -8.2% | +4.5% | -3.6% |
| 1Y | +9.1% | -46.2% | +55.3% | +18.1% |
| 3Y | +86.6% | +83.6% | +3.0% | +57.6% |
| 5Y | +180.9% | +212.7% | -31.8% | +104.9% |
| 10Y | +407.4% | +273.0% | +134.4% | +247.7% |
| All | +407.4% | +280.6% | +126.9% | +247.7% |
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