+390.4%
DDOG vs SFM
+165.4%
+225.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +2.9% | +6.0% | -3.2% | +2.4% |
| 30D | -31.6% | -19.5% | -12.2% | -30.6% |
| 3M | -27.0% | -37.0% | +10.0% | -24.5% |
| 6M | -10.3% | -41.0% | +30.7% | -7.0% |
| YTD | +35.4% | -34.6% | +70.1% | +38.4% |
| 1Y | -1.0% | -36.3% | +35.3% | +1.4% |
| 3Y | +76.7% | +24.5% | +52.1% | +68.3% |
| 5Y | -4.6% | +115.9% | -120.5% | -13.5% |
| All | +390.4% | +165.4% | +225.0% | +339.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling