+291.9%
SFM vs DAR
+367.0%
-75.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.9% | -9.4% | -6.9% |
| 7D | -5.8% | -0.9% | -4.9% | -5.7% |
| 30D | -11.4% | +13.0% | -24.3% | -12.9% |
| 3M | -12.2% | +15.0% | -27.2% | -14.0% |
| 6M | -5.2% | +26.8% | -32.0% | -8.5% |
| YTD | -4.5% | +86.4% | -90.9% | -12.5% |
| 1Y | -45.4% | +115.1% | -160.5% | -50.9% |
| 3Y | +91.1% | +14.6% | +76.5% | +82.6% |
| 5Y | +226.8% | -8.8% | +235.6% | +215.1% |
| 10Y | +291.9% | +356.5% | -64.6% | +148.4% |
| All | +291.9% | +367.0% | -75.1% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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