+854.6%
DE vs SFM
+268.6%
+586.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.3% |
| 7D | -2.4% | -8.8% | +6.4% | -1.4% |
| 30D | +9.7% | -14.5% | +24.2% | +11.6% |
| 3M | +21.4% | -16.8% | +38.2% | +23.6% |
| 6M | +15.0% | -5.3% | +20.4% | +14.8% |
| YTD | +46.4% | -9.4% | +55.8% | +46.6% |
| 1Y | +45.6% | -46.2% | +91.8% | +55.2% |
| 3Y | +76.8% | +81.3% | -4.5% | +55.8% |
| 5Y | +99.4% | +211.9% | -112.5% | +59.8% |
| All | +854.6% | +268.6% | +586.0% | +601.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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