+97.1%
DGX vs SFM
+83.0%
+14.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.3% |
| 7D | -2.2% | -7.2% | +5.0% | -1.7% |
| 30D | -0.9% | -14.3% | +13.4% | +0.2% |
| 3M | +15.6% | -13.7% | +29.3% | +16.7% |
| 6M | +17.8% | -6.0% | +23.8% | +17.8% |
| YTD | +37.5% | -8.2% | +45.7% | +37.5% |
| 1Y | +31.2% | -46.2% | +77.4% | +37.3% |
| All | +97.1% | +83.0% | +14.1% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling