+99.1%
DE vs SFM
+116.0%
-16.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +0.3% | +6.0% | -5.8% | -0.2% |
| 30D | +3.6% | -19.5% | +23.0% | +5.1% |
| 3M | +10.2% | -37.0% | +47.3% | +14.5% |
| 6M | +16.6% | -41.0% | +57.6% | +21.6% |
| YTD | +45.8% | -34.6% | +80.5% | +49.6% |
| 1Y | +43.9% | -36.3% | +80.2% | +48.0% |
| 3Y | +89.6% | +24.5% | +65.1% | +69.0% |
| All | +99.1% | +116.0% | -16.9% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling