+4,681.2%
DELL vs SFM
+256.9%
+4,424.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | +14.9% | -0.1% | +15.0% | +14.9% |
| 30D | +13.3% | -4.4% | +17.6% | +13.6% |
| 3M | +24.4% | +1.5% | +22.9% | +23.7% |
| 6M | +258.0% | +6.5% | +251.5% | +251.4% |
| YTD | +320.2% | +2.2% | +318.0% | +313.9% |
| 1Y | +319.1% | -41.9% | +360.9% | +342.3% |
| 3Y | +706.5% | +106.8% | +599.8% | +626.9% |
| 5Y | +1,071.9% | +231.6% | +840.3% | +885.9% |
| 10Y | +4,683.5% | +258.4% | +4,425.0% | +3,775.5% |
| All | +4,681.2% | +256.9% | +4,424.4% | +3,791.1% |
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