-99.6%
CYCU vs SFM
-57.4%
-42.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +9.7% |
| 7D | +12.5% | -5.8% | +18.3% | +22.8% |
| 30D | -28.2% | -11.4% | -16.8% | -17.5% |
| 3M | -47.8% | -12.2% | -35.6% | -39.8% |
| 6M | -72.9% | -5.2% | -67.8% | -69.8% |
| YTD | -84.1% | -4.5% | -79.6% | -82.4% |
| 1Y | -91.9% | -45.4% | -46.5% | -89.2% |
| All | -99.6% | -57.4% | -42.2% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling