+98.2%
DE vs SFM
+217.9%
-119.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | -3.0% | -7.2% | +4.1% | -2.3% |
| 30D | +11.1% | -14.3% | +25.5% | +12.7% |
| 3M | +17.6% | -13.7% | +31.3% | +19.0% |
| 6M | +13.6% | -6.0% | +19.6% | +13.4% |
| YTD | +46.3% | -8.2% | +54.5% | +46.2% |
| 1Y | +44.2% | -46.2% | +90.4% | +53.5% |
| 3Y | +76.6% | +83.6% | -7.0% | +53.3% |
| 5Y | +98.2% | +212.7% | -114.5% | +65.8% |
| All | +98.2% | +217.9% | -119.6% | +65.8% |
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