+358.3%
DELL vs SFM
-46.0%
+404.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +12.1% |
| 7D | +8.2% | -10.6% | +18.8% | +6.9% |
| 30D | +17.1% | -15.5% | +32.6% | +15.2% |
| 3M | +45.2% | -17.4% | +62.6% | +42.2% |
| 6M | +286.8% | -3.4% | +290.2% | +280.6% |
| YTD | +354.8% | -8.7% | +363.5% | +350.2% |
| 1Y | +358.3% | -47.2% | +405.4% | +406.6% |
| All | +358.3% | -46.0% | +404.3% | +406.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling