+190.6%
DG vs SFM
+44.5%
+146.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.5% |
| 7D | -3.0% | -7.1% | +4.1% | -1.8% |
| 30D | +8.6% | -21.4% | +30.0% | +12.3% |
| 3M | +15.0% | -40.1% | +55.1% | +24.2% |
| 6M | +32.7% | -38.0% | +70.7% | +41.9% |
| YTD | +5.5% | -36.5% | +42.0% | +11.7% |
| 1Y | +34.6% | -35.2% | +69.8% | +42.0% |
| 3Y | +24.2% | +23.5% | +0.8% | +10.0% |
| 5Y | -32.3% | +109.7% | -142.0% | -46.8% |
| 10Y | +111.1% | +132.6% | -21.5% | +55.5% |
| All | +190.6% | +44.5% | +146.2% | +132.3% |
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 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