+89.8%
SFM vs CNI
+209.6%
-119.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -5.8% | +2.5% | -8.3% | -6.5% |
| 30D | -11.4% | -2.5% | -8.8% | -10.8% |
| 3M | -12.2% | +2.7% | -14.9% | -13.1% |
| 6M | -5.2% | +16.9% | -22.1% | -9.7% |
| YTD | -4.5% | +26.3% | -30.8% | -11.3% |
| 1Y | -45.4% | +31.1% | -76.5% | -49.9% |
| 3Y | +91.1% | +21.1% | +70.0% | +77.9% |
| 5Y | +226.8% | +11.0% | +215.8% | +210.2% |
| 10Y | +291.9% | +128.1% | +163.8% | +192.3% |
| All | +89.8% | +209.6% | -119.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CNI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling