+468.1%
DLR vs SFM
+132.6%
+335.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | 0.0% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | -3.4% | -4.4% | +1.0% | -3.0% |
| 3M | +0.5% | +1.5% | -1.0% | 0.0% |
| 6M | +4.6% | +6.5% | -1.9% | +3.1% |
| YTD | +23.4% | +2.2% | +21.2% | +22.1% |
| 1Y | +19.0% | -41.9% | +60.9% | +24.9% |
| 3Y | +56.5% | +106.8% | -50.2% | +41.2% |
| 5Y | +33.3% | +231.6% | -198.2% | +12.7% |
| 10Y | +165.1% | +258.4% | -93.3% | +115.7% |
| All | +468.1% | +132.6% | +335.5% | +370.9% |
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