+131.1%
SFM vs DAR
+269.9%
-138.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | -6.9% | -3.8% | -3.1% | -6.5% |
| 30D | -25.0% | -14.4% | -10.6% | -23.7% |
| 3M | -42.7% | -17.9% | -24.8% | -41.6% |
| 6M | -41.0% | -18.3% | -22.7% | -39.9% |
| YTD | -38.7% | +43.2% | -81.9% | -42.1% |
| 1Y | -38.1% | +57.7% | -95.8% | -42.4% |
| 3Y | +19.3% | +22.7% | -3.4% | +12.5% |
| 5Y | +103.1% | -34.0% | +137.1% | +104.0% |
| 10Y | +131.1% | +279.5% | -148.4% | +49.6% |
| All | +131.1% | +269.9% | -138.9% | +49.6% |
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