+171.8%
DLR vs SFM
+268.6%
-96.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | -1.3% | -8.8% | +7.5% | -0.2% |
| 30D | -2.9% | -14.5% | +11.6% | -1.1% |
| 3M | +3.2% | -16.8% | +20.1% | +5.2% |
| 6M | +3.9% | -5.3% | +9.2% | +3.7% |
| YTD | +21.4% | -9.4% | +30.8% | +21.6% |
| 1Y | +9.7% | -46.2% | +55.8% | +17.2% |
| 3Y | +56.5% | +81.3% | -24.7% | +39.5% |
| 5Y | +41.5% | +211.9% | -170.4% | +14.7% |
| All | +171.8% | +268.6% | -96.8% | +103.6% |
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