+336.2%
DIA vs SFM
+39.6%
+296.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +0.9% | -6.9% | +7.8% | +1.7% |
| 30D | +1.1% | -25.0% | +26.1% | +3.8% |
| 3M | -2.9% | -42.7% | +39.9% | +2.5% |
| 6M | +5.9% | -41.0% | +46.9% | +11.1% |
| YTD | +9.8% | -38.7% | +48.4% | +14.1% |
| 1Y | +11.7% | -38.1% | +49.9% | +16.0% |
| 3Y | +59.5% | +19.3% | +40.2% | +50.4% |
| 5Y | +57.5% | +103.1% | -45.6% | +37.0% |
| 10Y | +235.9% | +131.1% | +104.9% | +177.8% |
| All | +336.2% | +39.6% | +296.6% | +275.4% |
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