+251.0%
DIA vs SFM
+280.6%
-29.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | -1.2% | -7.2% | +5.9% | -0.4% |
| 30D | -2.7% | -14.3% | +11.6% | -1.1% |
| 3M | +3.3% | -13.7% | +17.0% | +4.7% |
| 6M | +10.4% | -6.0% | +16.4% | +10.4% |
| YTD | +10.0% | -8.2% | +18.2% | +10.1% |
| 1Y | +16.2% | -46.2% | +62.4% | +23.6% |
| 3Y | +58.7% | +83.6% | -24.8% | +42.3% |
| 5Y | +63.6% | +212.7% | -149.1% | +34.2% |
| 10Y | +251.0% | +273.0% | -22.0% | +170.8% |
| All | +251.0% | +280.6% | -29.5% | +170.8% |
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