+61.6%
DDOG vs SFM
-41.4%
+103.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -0.6% |
| 7D | -10.1% | -0.1% | -10.1% | -10.2% |
| 30D | -24.8% | -4.4% | -20.4% | -25.0% |
| 3M | -12.6% | +1.5% | -14.1% | -12.5% |
| 6M | +79.9% | +6.5% | +73.5% | +80.4% |
| YTD | +56.6% | +2.2% | +54.4% | +57.5% |
| 1Y | +61.6% | -41.9% | +103.5% | +62.5% |
| All | +61.6% | -41.4% | +103.0% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling