-5.2%
DASH vs SFM
+142.1%
-147.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.7% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | -6.0% | -24.8% | +18.7% | -2.3% |
| 3M | -15.8% | -43.7% | +27.9% | -7.9% |
| 6M | +7.0% | -37.3% | +44.2% | +14.1% |
| YTD | -20.7% | -38.4% | +17.7% | -15.7% |
| 1Y | -8.5% | -36.9% | +28.4% | -3.4% |
| 3Y | +101.8% | +20.7% | +81.1% | +88.9% |
| 5Y | -9.6% | +103.5% | -113.0% | -24.5% |
| All | -5.2% | +142.1% | -147.3% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling