+216.6%
SFM vs DTE
+30.3%
+186.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | -10.6% | -2.6% | -8.0% | -9.6% |
| 30D | -15.5% | -4.4% | -11.1% | -13.8% |
| 3M | -17.4% | -8.3% | -9.1% | -14.3% |
| 6M | -3.4% | -8.1% | +4.6% | +0.1% |
| YTD | -8.7% | +4.4% | -13.1% | -10.7% |
| 1Y | -47.2% | +0.2% | -47.3% | -47.4% |
| 3Y | +82.7% | +42.6% | +40.1% | +50.7% |
| All | +216.6% | +30.3% | +186.3% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling