+214.1%
DUK vs SFM
+48.8%
+165.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +1.9% | +6.0% | -4.1% | +1.5% |
| 30D | +8.9% | -19.5% | +28.3% | +10.4% |
| 3M | +5.6% | -37.0% | +42.6% | +9.0% |
| 6M | +7.0% | -41.0% | +48.0% | +10.9% |
| YTD | +14.0% | -34.6% | +48.7% | +16.9% |
| 1Y | +9.1% | -36.3% | +45.4% | +12.0% |
| 3Y | +67.6% | +24.5% | +43.0% | +58.2% |
| 5Y | +56.6% | +115.9% | -59.3% | +38.7% |
| 10Y | +159.8% | +139.5% | +20.3% | +121.7% |
| All | +214.1% | +48.8% | +165.4% | +167.8% |
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 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