-44.0%
SFM vs CRL
+67.6%
-111.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.8% | -6.4% |
| 7D | -5.8% | -0.6% | -5.3% | -5.8% |
| 30D | -11.4% | +5.0% | -16.3% | -11.5% |
| 3M | -12.2% | +50.6% | -62.8% | -13.7% |
| 6M | -5.2% | +60.9% | -66.1% | -7.0% |
| YTD | -4.5% | +40.7% | -45.2% | -5.0% |
| All | -44.0% | +67.6% | -111.7% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling