+960.4%
DE vs SFM
+132.6%
+827.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.5% |
| 7D | +10.0% | -0.1% | +10.1% | +10.0% |
| 30D | +13.3% | -4.4% | +17.7% | +13.8% |
| 3M | +17.5% | +1.5% | +16.0% | +16.8% |
| 6M | +13.6% | +6.5% | +7.1% | +11.8% |
| YTD | +49.8% | +2.2% | +47.6% | +48.0% |
| 1Y | +47.9% | -41.9% | +89.8% | +56.1% |
| 3Y | +72.5% | +106.8% | -34.2% | +50.9% |
| 5Y | +90.2% | +231.6% | -141.3% | +53.5% |
| 10Y | +865.4% | +258.4% | +606.9% | +634.5% |
| All | +960.4% | +132.6% | +827.8% | +724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling