+354.9%
DOV vs SFM
+44.5%
+310.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.2% |
| 7D | -0.1% | -7.1% | +7.0% | +0.8% |
| 30D | +11.3% | -21.4% | +32.7% | +14.1% |
| 3M | +2.2% | -40.1% | +42.3% | +8.5% |
| 6M | -2.9% | -38.0% | +35.1% | +2.1% |
| YTD | +9.6% | -36.5% | +46.1% | +14.2% |
| 1Y | +16.7% | -35.2% | +51.8% | +21.0% |
| 3Y | +66.9% | +23.5% | +43.4% | +53.2% |
| 5Y | +32.0% | +109.7% | -77.7% | +9.4% |
| 10Y | +334.8% | +132.6% | +202.2% | +239.4% |
| All | +354.9% | +44.5% | +310.4% | +278.2% |
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