-11.2%
DASH vs SFM
-38.3%
+27.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.8% | -6.9% | +4.1% | -2.4% |
| 30D | -9.3% | -25.0% | +15.7% | -9.2% |
| 3M | -15.1% | -42.7% | +27.7% | -14.4% |
| 6M | +8.7% | -41.0% | +49.7% | +9.4% |
| YTD | -21.3% | -38.7% | +17.4% | -17.9% |
| All | -11.2% | -38.3% | +27.1% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling