+60.4%
DDOG vs SFM
-47.5%
+107.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.9% | +11.1% | +6.8% |
| 7D | +7.7% | -7.2% | +14.8% | +7.1% |
| 30D | -13.6% | -14.3% | +0.7% | -14.6% |
| 3M | -0.9% | -13.7% | +12.8% | -2.0% |
| 6M | +75.2% | -6.0% | +81.2% | +74.0% |
| YTD | +65.7% | -8.2% | +73.9% | +65.2% |
| 1Y | +60.4% | -46.2% | +106.6% | +51.5% |
| All | +60.4% | -47.5% | +107.9% | +51.5% |
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