-43.0%
DT vs SFM
+105.4%
-148.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.1% |
| 7D | -24.7% | -1.2% | -23.5% | -24.5% |
| 30D | -27.4% | -24.8% | -2.6% | -25.5% |
| 3M | -11.1% | -43.7% | +32.6% | -6.2% |
| 6M | +13.7% | -37.3% | +50.9% | +17.8% |
| YTD | +0.2% | -38.4% | +38.6% | +3.8% |
| 1Y | -5.7% | -36.9% | +31.2% | -2.8% |
| 3Y | -8.1% | +20.7% | -28.8% | -12.2% |
| All | -43.0% | +105.4% | -148.3% | -40.8% |
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