+1,106.2%
DELL vs SFM
+217.9%
+888.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.6% |
| 7D | +8.7% | -7.2% | +15.9% | +9.4% |
| 30D | +16.9% | -14.3% | +31.2% | +18.4% |
| 3M | +40.4% | -13.7% | +54.2% | +41.7% |
| 6M | +267.1% | -6.0% | +273.1% | +263.7% |
| YTD | +329.1% | -8.2% | +337.3% | +325.9% |
| 1Y | +346.9% | -46.2% | +393.2% | +381.2% |
| 3Y | +696.6% | +83.6% | +613.1% | +617.3% |
| 5Y | +1,106.2% | +212.7% | +893.5% | +898.8% |
| All | +1,106.2% | +217.9% | +888.3% | +898.8% |
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