+24.5%
SFM vs DAR
+33.7%
-9.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +6.0% | +11.6% | -5.5% | +5.1% |
| 30D | -19.5% | -10.2% | -9.2% | -18.8% |
| 3M | -37.0% | -14.8% | -22.2% | -36.4% |
| 6M | -41.0% | -10.1% | -30.9% | -40.8% |
| YTD | -34.6% | +55.5% | -90.2% | -38.6% |
| 1Y | -36.3% | +61.7% | -97.9% | -40.5% |
| 3Y | +24.5% | +37.2% | -12.6% | +14.8% |
| All | +24.5% | +33.7% | -9.2% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling