-8.1%
DT vs SFM
+18.5%
-26.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.2% |
| 7D | -24.7% | -1.2% | -23.5% | -24.5% |
| 30D | -27.4% | -24.8% | -2.6% | -25.7% |
| 3M | -11.1% | -43.7% | +32.6% | -6.9% |
| 6M | +13.7% | -37.3% | +50.9% | +17.0% |
| YTD | +0.2% | -38.4% | +38.6% | +3.2% |
| 1Y | -5.7% | -36.9% | +31.2% | -3.3% |
| 3Y | -8.1% | +20.7% | -28.8% | +2.4% |
| All | -8.1% | +18.5% | -26.7% | +2.4% |
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