+102.9%
SFM vs CRL
+524.7%
-421.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.1% |
| 7D | -0.1% | -1.0% | +1.0% | 0.0% |
| 30D | -4.4% | +10.7% | -15.0% | -5.6% |
| 3M | +1.5% | +55.3% | -53.8% | -4.0% |
| 6M | +6.5% | +60.7% | -54.2% | -0.2% |
| YTD | +2.2% | +44.6% | -42.5% | -3.2% |
| 1Y | -41.9% | +77.7% | -119.6% | -46.5% |
| 3Y | +106.8% | +37.6% | +69.1% | +92.2% |
| 5Y | +231.6% | -35.8% | +267.4% | +235.2% |
| 10Y | +258.4% | +241.7% | +16.7% | +156.7% |
| All | +102.9% | +524.7% | -421.8% | +16.8% |
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