-9.5%
DASH vs SFM
+156.8%
-166.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | -4.5% | +6.0% | -10.6% | -5.5% |
| 30D | -6.8% | -19.5% | +12.7% | -4.2% |
| 3M | -20.7% | -37.0% | +16.3% | -14.9% |
| 6M | +15.1% | -41.0% | +56.1% | +24.3% |
| YTD | -24.3% | -34.6% | +10.4% | -20.4% |
| 1Y | -12.1% | -36.3% | +24.1% | -7.1% |
| 3Y | +91.1% | +24.5% | +66.5% | +78.0% |
| 5Y | -30.3% | +115.9% | -146.2% | -42.3% |
| All | -9.5% | +156.8% | -166.3% | -28.8% |
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 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