-45.4%
SFM vs DAR
+108.5%
-153.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.6% |
| 3M | -12.2% | +15.0% | -27.2% | -15.0% |
| 6M | -5.2% | +26.8% | -32.0% | -11.4% |
| YTD | -4.5% | +86.4% | -90.9% | -22.6% |
| 1Y | -45.4% | +115.1% | -160.5% | -57.8% |
| All | -45.4% | +108.5% | -153.9% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling