+3,047.2%
DELL vs SFM
+128.3%
+2,918.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.5% | -7.3% |
| 7D | +4.9% | +6.0% | -1.2% | +4.4% |
| 30D | -32.1% | -19.5% | -12.6% | -31.1% |
| 3M | -30.2% | -37.0% | +6.8% | -27.7% |
| 6M | +41.7% | -41.0% | +82.7% | +47.1% |
| YTD | +176.6% | -34.6% | +211.2% | +182.1% |
| 1Y | +159.9% | -36.3% | +196.2% | +165.8% |
| 3Y | +388.0% | +24.5% | +363.4% | +358.9% |
| 5Y | +578.2% | +115.9% | +462.3% | +490.1% |
| 10Y | +2,653.4% | +139.5% | +2,513.9% | +2,221.9% |
| All | +3,047.2% | +128.3% | +2,918.9% | +2,552.2% |
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