+9.1%
COR vs SFM
-47.5%
+56.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.5% |
| 7D | -3.9% | -7.2% | +3.3% | -4.0% |
| 30D | -0.3% | -14.3% | +14.0% | -0.6% |
| 3M | +15.9% | -13.7% | +29.6% | +15.5% |
| 6M | -10.3% | -6.0% | -4.2% | -9.9% |
| YTD | -3.7% | -8.2% | +4.5% | -2.9% |
| 1Y | +9.1% | -46.2% | +55.3% | +25.1% |
| All | +9.1% | -47.5% | +56.6% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling