+242.4%
DGX vs SFM
+268.6%
-26.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -3.5% | -8.8% | +5.3% | -2.5% |
| 30D | -2.7% | -14.5% | +11.8% | -1.1% |
| 3M | +13.9% | -16.8% | +30.7% | +15.9% |
| 6M | +16.0% | -5.3% | +21.4% | +16.0% |
| YTD | +34.9% | -9.4% | +44.3% | +35.3% |
| 1Y | +30.6% | -46.2% | +76.7% | +38.4% |
| 3Y | +93.0% | +81.3% | +11.7% | +73.5% |
| 5Y | +64.4% | +211.9% | -147.5% | +35.4% |
| All | +242.4% | +268.6% | -26.2% | +162.6% |
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