-37.9%
DG vs SFM
+219.5%
-257.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.0% |
| 7D | -2.5% | -5.8% | +3.4% | -1.6% |
| 30D | +1.0% | -11.4% | +12.4% | +2.7% |
| 3M | +20.3% | -12.2% | +32.5% | +22.3% |
| 6M | -11.7% | -5.2% | -6.6% | -11.7% |
| YTD | -2.3% | -4.5% | +2.1% | -2.6% |
| 1Y | +20.0% | -45.4% | +65.4% | +29.6% |
| 3Y | +7.2% | +91.1% | -83.8% | -16.9% |
| 5Y | -37.9% | +226.8% | -264.7% | -57.3% |
| All | -37.9% | +219.5% | -257.5% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling