+59.8%
DAL vs SFM
-36.1%
+96.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.2% |
| 7D | +2.3% | -7.1% | +9.4% | +2.8% |
| 30D | +14.3% | -21.4% | +35.7% | +15.3% |
| 3M | +1.3% | -40.1% | +41.4% | +3.5% |
| 6M | +29.3% | -38.0% | +67.3% | +31.6% |
| YTD | +33.0% | -36.5% | +69.5% | +37.4% |
| 1Y | +59.8% | -35.2% | +95.0% | +64.5% |
| All | +59.8% | -36.1% | +96.0% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling