+345.4%
DIA vs SFM
+132.6%
+212.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -1.5% | -4.4% | +2.8% | -1.1% |
| 3M | +3.8% | +1.5% | +2.2% | +3.3% |
| 6M | +10.3% | +6.5% | +3.8% | +8.7% |
| YTD | +12.1% | +2.2% | +9.9% | +10.9% |
| 1Y | +18.6% | -41.9% | +60.5% | +24.8% |
| 3Y | +60.6% | +106.8% | -46.1% | +43.3% |
| 5Y | +64.4% | +231.6% | -167.1% | +36.2% |
| 10Y | +250.1% | +258.4% | -8.3% | +176.7% |
| All | +345.4% | +132.6% | +212.8% | +264.7% |
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