-9.4%
DASH vs SFM
+118.6%
-128.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.1% | -4.3% | -8.6% |
| 7D | +0.5% | +7.5% | -7.0% | -0.4% |
| 30D | -7.1% | -20.8% | +13.7% | -4.3% |
| 3M | -13.2% | -39.4% | +26.2% | -6.6% |
| 6M | +8.3% | -34.5% | +42.8% | +14.4% |
| YTD | -20.6% | -35.2% | +14.7% | -16.5% |
| 1Y | -24.4% | -35.3% | +10.9% | -20.5% |
| 3Y | +94.5% | +23.9% | +70.6% | +84.2% |
| 5Y | -9.4% | +113.8% | -123.3% | -5.2% |
| All | -9.4% | +118.6% | -128.0% | -5.2% |
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