+375.1%
DDOG vs SFM
+149.1%
+226.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | -19.1% | -6.9% | -12.2% | -18.7% |
| 30D | -39.2% | -25.0% | -14.2% | -38.0% |
| 3M | -31.6% | -42.7% | +11.1% | -28.7% |
| 6M | -10.9% | -41.0% | +30.1% | -7.9% |
| YTD | +31.2% | -38.7% | +69.8% | +34.7% |
| 1Y | -10.7% | -38.1% | +27.5% | -8.5% |
| 3Y | +72.1% | +19.3% | +52.8% | +64.4% |
| 5Y | -5.5% | +103.1% | -108.6% | -13.9% |
| All | +375.1% | +149.1% | +226.0% | +327.4% |
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