-1.0%
DDOG vs SFM
-36.8%
+35.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | 0.0% |
| 7D | +2.9% | +6.0% | -3.2% | +3.6% |
| 30D | -31.6% | -19.5% | -12.2% | -32.1% |
| 3M | -27.0% | -37.0% | +10.0% | -29.1% |
| 6M | -10.3% | -41.0% | +30.7% | -12.8% |
| YTD | +35.4% | -34.6% | +70.1% | +32.9% |
| 1Y | -1.0% | -36.3% | +35.3% | -2.4% |
| All | -1.0% | -36.8% | +35.8% | -2.4% |
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 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