+100.8%
DG vs SFM
+140.2%
-39.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.6% |
| 7D | +0.3% | +6.0% | -5.8% | -0.8% |
| 30D | +3.2% | -19.5% | +22.7% | +6.4% |
| 3M | +10.4% | -37.0% | +47.4% | +18.8% |
| 6M | +33.2% | -41.0% | +74.2% | +44.4% |
| YTD | +3.0% | -34.6% | +37.6% | +8.8% |
| 1Y | +31.2% | -36.3% | +67.5% | +39.3% |
| 3Y | +21.8% | +24.5% | -2.7% | +4.9% |
| 5Y | -35.0% | +115.9% | -150.9% | -51.6% |
| All | +100.8% | +140.2% | -39.4% | +38.5% |
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 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