+8.1%
DUOL vs SFM
+189.6%
-181.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -8.6% | -8.8% | +0.2% | -6.4% |
| 30D | +7.2% | -14.5% | +21.6% | +11.1% |
| 3M | +19.1% | -16.8% | +35.9% | +23.8% |
| 6M | +52.5% | -5.3% | +57.9% | +52.2% |
| YTD | -17.3% | -9.4% | -7.9% | -16.7% |
| 1Y | -49.2% | -46.2% | -3.1% | -41.7% |
| 3Y | -7.3% | +81.3% | -88.5% | -16.7% |
| 5Y | -16.3% | +211.9% | -228.2% | -31.5% |
| All | +8.1% | +189.6% | -181.5% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling