+101.5%
SFM vs DAR
-41.1%
+142.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.8% |
| 7D | -1.2% | -9.9% | +8.7% | -0.3% |
| 30D | -24.8% | -16.4% | -8.4% | -23.6% |
| 3M | -43.7% | -17.1% | -26.6% | -43.0% |
| 6M | -37.3% | -20.5% | -16.8% | -36.3% |
| YTD | -38.4% | +39.4% | -77.8% | -41.3% |
| 1Y | -36.9% | +57.2% | -94.2% | -40.7% |
| 3Y | +20.7% | +13.9% | +6.8% | +15.4% |
| All | +101.5% | -41.1% | +142.5% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling