+128.1%
DAL vs SFM
+146.8%
-18.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.1% |
| 7D | +10.0% | -10.2% | +20.3% | +11.6% |
| 30D | +12.0% | -23.9% | +35.9% | +15.5% |
| 3M | +0.8% | -42.3% | +43.0% | +7.7% |
| 6M | +26.2% | -40.1% | +66.3% | +33.7% |
| YTD | +33.7% | -37.8% | +71.5% | +40.1% |
| 1Y | +57.6% | -37.1% | +94.7% | +64.8% |
| 3Y | +183.5% | +21.5% | +161.9% | +172.3% |
| 5Y | +114.2% | +103.8% | +10.4% | +89.0% |
| 10Y | +128.1% | +142.0% | -13.8% | +86.3% |
| All | +128.1% | +146.8% | -18.7% | +86.3% |
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