+112.2%
DT vs SFM
+319.4%
-207.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.6% | +0.9% |
| 7D | -0.5% | -7.2% | +6.6% | +0.1% |
| 30D | +0.1% | -14.3% | +14.4% | +1.3% |
| 3M | +24.1% | -13.7% | +37.8% | +25.3% |
| 6M | +30.1% | -6.0% | +36.1% | +29.9% |
| YTD | +16.8% | -8.2% | +25.0% | +16.7% |
| 1Y | -0.1% | -46.2% | +46.1% | +4.8% |
| 3Y | +6.8% | +83.6% | -76.7% | +1.4% |
| 5Y | -28.4% | +212.7% | -241.1% | -34.0% |
| All | +112.2% | +319.4% | -207.3% | +85.2% |
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 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