+476.9%
DGX vs SFM
+48.8%
+428.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | +1.6% | +6.0% | -4.5% | +1.0% |
| 30D | +11.2% | -19.5% | +30.7% | +13.1% |
| 3M | +10.4% | -37.0% | +47.4% | +15.0% |
| 6M | +37.1% | -41.0% | +78.1% | +43.4% |
| YTD | +52.1% | -34.6% | +86.8% | +56.8% |
| 1Y | +40.7% | -36.3% | +77.0% | +45.4% |
| 3Y | +107.6% | +24.5% | +83.0% | +95.3% |
| 5Y | +90.6% | +115.9% | -25.3% | +65.8% |
| 10Y | +287.9% | +139.5% | +148.4% | +223.8% |
| All | +476.9% | +48.8% | +428.1% | +387.2% |
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