+291.9%
SFM vs CRL
+241.6%
+50.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.8% | -6.2% |
| 7D | -5.8% | -0.6% | -5.3% | -5.8% |
| 30D | -11.4% | +5.0% | -16.3% | -11.8% |
| 3M | -12.2% | +50.6% | -62.8% | -16.1% |
| 6M | -5.2% | +60.9% | -66.1% | -10.4% |
| YTD | -4.5% | +40.7% | -45.2% | -8.6% |
| 1Y | -45.4% | +73.3% | -118.7% | -49.1% |
| 3Y | +91.1% | +40.6% | +50.5% | +78.8% |
| 5Y | +226.8% | -37.0% | +263.8% | +227.9% |
| 10Y | +291.9% | +244.3% | +47.6% | +192.1% |
| All | +291.9% | +241.6% | +50.3% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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