+121.1%
DPZ vs SFM
+146.8%
-25.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +3.7% | -10.2% | +13.9% | +5.2% |
| 30D | +8.0% | -23.9% | +31.9% | +11.6% |
| 3M | -4.2% | -42.3% | +38.1% | +2.9% |
| 6M | +4.6% | -40.1% | +44.7% | +11.3% |
| YTD | -18.4% | -37.8% | +19.3% | -14.0% |
| 1Y | -16.8% | -37.1% | +20.3% | -12.4% |
| 3Y | -5.0% | +21.5% | -26.6% | -9.1% |
| 5Y | -27.8% | +103.8% | -131.6% | -35.8% |
| 10Y | +121.1% | +142.0% | -20.9% | +94.3% |
| All | +121.1% | +146.8% | -25.7% | +94.3% |
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