+52.7%
DRAM vs SFM
-31.8%
+84.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.7% |
| 7D | +7.9% | +6.0% | +1.9% | +8.8% |
| 30D | -15.4% | -19.5% | +4.0% | -18.1% |
| 3M | -25.5% | -37.0% | +11.5% | -32.0% |
| 6M | -22.3% | -41.0% | +18.8% | -29.3% |
| All | +52.7% | -31.8% | +84.6% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling