-5.7%
DT vs SFM
-35.8%
+30.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -0.6% |
| 7D | -25.5% | -12.3% | -13.3% | -25.1% |
| 30D | -22.3% | -16.2% | -6.1% | -21.9% |
| 3M | +2.3% | -36.8% | +39.1% | +2.5% |
| 6M | +20.7% | -32.6% | +53.3% | +19.9% |
| YTD | +7.9% | -31.7% | +39.7% | +7.8% |
| 1Y | -5.7% | -35.0% | +29.3% | -5.3% |
| All | -5.7% | -35.8% | +30.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling