+63.1%
DD vs SFM
+219.5%
-156.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.4% |
| 7D | -0.6% | -5.8% | +5.2% | 0.0% |
| 30D | -7.4% | -11.4% | +3.9% | -6.4% |
| 3M | -6.4% | -12.2% | +5.8% | -5.5% |
| 6M | -2.5% | -5.2% | +2.7% | -2.8% |
| YTD | +10.2% | -4.5% | +14.7% | +9.6% |
| 1Y | +36.9% | -45.4% | +82.3% | +46.4% |
| 3Y | +47.0% | +91.1% | -44.1% | +27.4% |
| 5Y | +63.1% | +226.8% | -163.6% | +25.0% |
| All | +63.1% | +219.5% | -156.4% | +25.0% |
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