+272.7%
SFM vs DTE
+141.0%
+131.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.9% |
| 7D | -8.8% | -2.0% | -6.8% | -8.2% |
| 30D | -14.5% | -2.4% | -12.1% | -13.8% |
| 3M | -16.8% | -7.3% | -9.5% | -15.0% |
| 6M | -5.3% | -7.6% | +2.3% | -3.1% |
| YTD | -9.4% | +5.8% | -15.2% | -11.0% |
| 1Y | -46.2% | +2.3% | -48.5% | -46.7% |
| 3Y | +81.3% | +45.0% | +36.3% | +60.8% |
| 5Y | +211.9% | +33.2% | +178.7% | +184.1% |
| All | +272.7% | +141.0% | +131.8% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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