+115.3%
DDOG vs SFM
+96.9%
+18.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.8% |
| 7D | -6.1% | -5.8% | -0.3% | -5.7% |
| 30D | -10.1% | -11.4% | +1.2% | -9.4% |
| 3M | -9.3% | -12.2% | +2.9% | -8.6% |
| 6M | +67.2% | -5.2% | +72.3% | +66.3% |
| YTD | +54.6% | -4.5% | +59.1% | +53.6% |
| 1Y | +54.1% | -45.4% | +99.5% | +69.4% |
| 3Y | +115.3% | +91.1% | +24.2% | +87.9% |
| All | +115.3% | +96.9% | +18.4% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling