+53.3%
DIA vs SFM
+105.4%
-52.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.9% |
| 30D | +0.3% | -24.8% | +25.0% | +2.6% |
| 3M | -4.5% | -43.7% | +39.2% | +0.4% |
| 6M | +3.4% | -37.3% | +40.6% | +7.1% |
| YTD | +7.8% | -38.4% | +46.1% | +11.5% |
| 1Y | +10.7% | -36.9% | +47.7% | +14.2% |
| 3Y | +57.5% | +20.7% | +36.9% | +46.6% |
| All | +53.3% | +105.4% | -52.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling