+352.8%
DAL vs SFM
+47.4%
+305.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.8% | -3.7% |
| 7D | +4.6% | +7.5% | -2.9% | +3.6% |
| 30D | +2.3% | -20.8% | +23.1% | +4.8% |
| 3M | -8.1% | -39.4% | +31.3% | -2.8% |
| 6M | +21.4% | -34.5% | +55.9% | +26.7% |
| YTD | +24.3% | -35.2% | +59.5% | +29.3% |
| 1Y | +47.4% | -35.3% | +82.7% | +53.2% |
| 3Y | +164.6% | +23.9% | +140.7% | +154.3% |
| 5Y | +100.2% | +113.8% | -13.6% | +77.8% |
| 10Y | +124.9% | +152.0% | -27.1% | +87.7% |
| All | +352.8% | +47.4% | +305.4% | +306.6% |
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