+235.7%
DIA vs SFM
+140.2%
+95.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.1% | +6.0% | -3.9% | +1.5% |
| 30D | +1.5% | -19.5% | +20.9% | +3.4% |
| 3M | -2.4% | -37.0% | +34.6% | +2.1% |
| 6M | +6.0% | -41.0% | +47.0% | +11.4% |
| YTD | +10.1% | -34.6% | +44.7% | +13.8% |
| 1Y | +11.8% | -36.3% | +48.1% | +15.9% |
| 3Y | +59.7% | +24.5% | +35.2% | +48.7% |
| 5Y | +57.9% | +115.9% | -58.0% | +34.1% |
| All | +235.7% | +140.2% | +95.5% | +172.8% |
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