+24.5%
SFM vs CRL
+97.9%
-73.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -19.5% | +11.9% | -31.4% | -20.4% |
| 3M | -37.0% | +20.2% | -57.2% | -38.1% |
| 6M | -41.0% | +107.5% | -148.5% | -44.5% |
| YTD | -34.6% | +69.4% | -104.1% | -37.6% |
| 1Y | -36.3% | +99.7% | -136.0% | -40.1% |
| 3Y | +24.5% | +98.8% | -74.2% | +23.5% |
| All | +24.5% | +97.9% | -73.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling