+173.8%
DAL vs SFM
+18.5%
+155.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.0% | +2.9% |
| 7D | +8.8% | -1.2% | +10.0% | +9.0% |
| 30D | +5.4% | -24.8% | +30.2% | +9.2% |
| 3M | -4.9% | -43.7% | +38.8% | +2.9% |
| 6M | +19.8% | -37.3% | +57.1% | +26.7% |
| YTD | +27.0% | -38.4% | +65.4% | +34.0% |
| 1Y | +52.5% | -36.9% | +89.4% | +59.8% |
| 3Y | +173.8% | +20.7% | +153.2% | +185.9% |
| All | +173.8% | +18.5% | +155.3% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling