+1,325.8%
CRWD vs SFM
+250.3%
+1,075.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -3.0% | -10.6% | +7.6% | -1.7% |
| 30D | -6.8% | -15.5% | +8.7% | -5.2% |
| 3M | +19.6% | -17.4% | +37.0% | +21.7% |
| 6M | +87.1% | -3.4% | +90.5% | +85.4% |
| YTD | +76.4% | -8.7% | +85.1% | +75.8% |
| 1Y | +90.8% | -47.2% | +138.0% | +105.4% |
| 3Y | +380.0% | +82.7% | +297.3% | +346.2% |
| 5Y | +215.6% | +214.3% | +1.3% | +175.9% |
| All | +1,325.8% | +250.3% | +1,075.5% | +1,162.6% |
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