+23.6%
SFM vs CRL
+665.1%
-641.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.5% |
| 7D | -10.2% | +4.4% | -14.6% | -10.8% |
| 30D | -23.9% | +17.1% | -41.0% | -25.6% |
| 3M | -42.3% | +32.1% | -74.3% | -44.4% |
| 6M | -40.1% | +98.9% | -139.1% | -45.4% |
| YTD | -37.8% | +77.1% | -114.9% | -42.7% |
| 1Y | -37.1% | +110.3% | -147.3% | -43.4% |
| 3Y | +21.5% | +108.5% | -86.9% | +6.6% |
| 5Y | +103.8% | -7.9% | +111.6% | +96.3% |
| 10Y | +142.0% | +368.9% | -227.0% | +64.7% |
| All | +23.6% | +665.1% | -641.5% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling