-38.1%
SFM vs DAR
+57.1%
-95.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.5% |
| 7D | -6.9% | -3.8% | -3.1% | -7.1% |
| 30D | -25.0% | -14.4% | -10.6% | -25.6% |
| 3M | -42.7% | -17.9% | -24.8% | -43.5% |
| 6M | -41.0% | -18.3% | -22.7% | -42.0% |
| YTD | -38.7% | +43.2% | -81.9% | -44.6% |
| 1Y | -38.1% | +57.7% | -95.8% | -45.3% |
| All | -38.1% | +57.1% | -95.2% | -45.3% |
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