+11.7%
DASH vs SFM
+301.4%
-289.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| YTD | -6.5% | +2.2% | -8.7% | -8.1% |
| 1Y | -14.9% | -41.9% | +27.0% | -6.7% |
| 3Y | +151.9% | +106.8% | +45.2% | +116.8% |
| 5Y | +9.4% | +231.6% | -222.1% | -15.1% |
| All | +11.7% | +301.4% | -289.7% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling