+59.1%
DAL vs SFM
-38.0%
+97.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.5% |
| 7D | +10.7% | -6.9% | +17.6% | +11.2% |
| 30D | +12.5% | -25.0% | +37.5% | +13.8% |
| 3M | +3.6% | -42.7% | +46.4% | +6.2% |
| 6M | +26.7% | -41.0% | +67.7% | +29.3% |
| YTD | +34.3% | -38.7% | +72.9% | +39.1% |
| 1Y | +59.1% | -38.1% | +97.3% | +62.9% |
| All | +59.1% | -38.0% | +97.1% | +62.9% |
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