+687.8%
COR vs SFM
+132.6%
+555.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.2% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | +4.5% | -4.4% | +8.9% | +5.1% |
| 3M | +22.7% | +1.5% | +21.1% | +22.0% |
| 6M | -9.7% | +6.5% | -16.2% | -11.2% |
| YTD | -1.4% | +2.2% | -3.6% | -2.7% |
| 1Y | +13.9% | -41.9% | +55.8% | +21.3% |
| 3Y | +94.0% | +106.8% | -12.8% | +64.8% |
| 5Y | +184.0% | +231.6% | -47.6% | +115.9% |
| 10Y | +406.8% | +258.4% | +148.3% | +262.6% |
| All | +687.8% | +132.6% | +555.2% | +491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling