+324.1%
DAL vs SFM
+132.6%
+191.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -13.9% | -4.4% | -9.6% | -13.5% |
| 3M | +1.1% | +1.5% | -0.4% | +0.6% |
| 6M | +26.2% | +6.5% | +19.8% | +24.2% |
| YTD | +16.4% | +2.2% | +14.3% | +15.0% |
| 1Y | +33.9% | -41.9% | +75.7% | +41.8% |
| 3Y | +93.4% | +106.8% | -13.4% | +75.4% |
| 5Y | +106.4% | +231.6% | -125.2% | +74.3% |
| 10Y | +143.0% | +258.4% | -115.5% | +93.9% |
| All | +324.1% | +132.6% | +191.5% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling