+7.4%
DASH vs SFM
+230.0%
-222.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.9% | -7.5% | -5.1% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | +2.2% | -4.4% | +6.5% | +2.8% |
| 3M | +32.3% | +1.5% | +30.8% | +31.4% |
| 6M | +19.1% | +6.5% | +12.6% | +16.6% |
| YTD | -6.5% | +2.2% | -8.7% | -8.0% |
| 1Y | -14.9% | -41.9% | +27.0% | -7.0% |
| 3Y | +151.9% | +106.8% | +45.2% | +122.8% |
| All | +7.4% | +230.0% | -222.5% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling