+47.0%
DD vs SFM
+107.8%
-60.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -10.3% | -4.4% | -5.9% | -10.1% |
| 3M | -7.5% | +1.5% | -9.1% | -7.8% |
| 6M | -8.0% | +6.5% | -14.5% | -9.2% |
| YTD | +10.5% | +2.2% | +8.3% | +9.5% |
| 1Y | +38.3% | -41.9% | +80.2% | +47.3% |
| All | +47.0% | +107.8% | -60.7% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling