+40.9%
DUK vs SFM
+213.6%
-172.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -0.7% | -10.6% | +9.9% | +0.2% |
| 30D | -2.4% | -15.5% | +13.0% | -1.2% |
| 3M | -3.0% | -17.4% | +14.4% | -1.7% |
| 6M | -6.6% | -3.4% | -3.1% | -6.7% |
| YTD | +4.6% | -8.7% | +13.2% | +4.7% |
| 1Y | +1.2% | -47.2% | +48.4% | +6.0% |
| 3Y | +45.7% | +82.7% | -37.1% | +28.8% |
| All | +40.9% | +213.6% | -172.7% | +12.7% |
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 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