+6.2%
DT vs SFM
+96.9%
-90.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.5% |
| 7D | -4.9% | -5.8% | +1.0% | -4.3% |
| 30D | +2.7% | -11.4% | +14.1% | +3.7% |
| 3M | +20.0% | -12.2% | +32.2% | +21.0% |
| 6M | +28.0% | -5.2% | +33.2% | +27.5% |
| YTD | +16.0% | -4.5% | +20.5% | +15.3% |
| 1Y | +0.7% | -45.4% | +46.1% | +8.4% |
| 3Y | +6.2% | +91.1% | -84.9% | +0.1% |
| All | +6.2% | +96.9% | -90.7% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling