+467.1%
DDOG vs SFM
+314.9%
+152.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.1% |
| 7D | -10.1% | -0.1% | -10.1% | -10.1% |
| 30D | -24.8% | -4.4% | -20.4% | -24.6% |
| 3M | -12.6% | +1.5% | -14.1% | -13.1% |
| 6M | +79.9% | +6.5% | +73.5% | +77.3% |
| YTD | +56.6% | +2.2% | +54.4% | +54.8% |
| 1Y | +61.6% | -41.9% | +103.5% | +70.5% |
| 3Y | +117.9% | +106.8% | +11.1% | +99.5% |
| 5Y | +54.2% | +231.6% | -177.3% | +35.5% |
| All | +467.1% | +314.9% | +152.2% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling