+54.5%
DLR vs SFM
+23.1%
+31.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.3% |
| 7D | +2.4% | -10.2% | +12.6% | +3.0% |
| 30D | +0.7% | -23.9% | +24.6% | +2.2% |
| 3M | -6.4% | -42.3% | +35.8% | -3.0% |
| 6M | -6.5% | -40.1% | +33.6% | -3.8% |
| YTD | +18.8% | -37.8% | +56.6% | +21.2% |
| 1Y | +9.0% | -37.1% | +46.1% | +11.0% |
| 3Y | +54.5% | +21.5% | +32.9% | +57.1% |
| All | +54.5% | +23.1% | +31.4% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling