+89.8%
SFM vs CPAY
+350.7%
-260.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -6.1% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -11.4% | +3.6% | -14.9% | -12.0% |
| 3M | -12.2% | +16.6% | -28.8% | -15.0% |
| 6M | -5.2% | +29.5% | -34.6% | -10.5% |
| YTD | -4.5% | +35.3% | -39.7% | -11.3% |
| 1Y | -45.4% | +30.6% | -76.0% | -48.9% |
| 3Y | +91.1% | +49.7% | +41.3% | +72.0% |
| 5Y | +226.8% | +54.4% | +172.4% | +187.7% |
| 10Y | +291.9% | +142.8% | +149.1% | +182.8% |
| All | +89.8% | +350.7% | -260.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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