+425.0%
DGX vs SFM
+132.6%
+292.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +0.6% | -4.4% | +4.9% | +0.9% |
| 3M | +21.4% | +1.5% | +19.9% | +20.9% |
| 6M | +14.7% | +6.5% | +8.2% | +13.3% |
| YTD | +38.4% | +2.2% | +36.3% | +37.1% |
| 1Y | +34.0% | -41.9% | +75.9% | +40.4% |
| 3Y | +92.7% | +106.8% | -14.1% | +72.9% |
| 5Y | +67.7% | +231.6% | -163.9% | +40.3% |
| 10Y | +248.0% | +258.4% | -10.4% | +179.5% |
| All | +425.0% | +132.6% | +292.4% | +326.1% |
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