+102.9%
SFM vs DAR
+217.7%
-114.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | -0.1% | +1.4% | -1.4% | -0.3% |
| 30D | -4.4% | +12.8% | -17.2% | -6.2% |
| 3M | +1.5% | +7.4% | -5.8% | +0.2% |
| 6M | +6.5% | +22.3% | -15.8% | +2.9% |
| YTD | +2.2% | +81.1% | -78.9% | -6.8% |
| 1Y | -41.9% | +106.5% | -148.4% | -48.0% |
| 3Y | +106.8% | +5.3% | +101.5% | +99.3% |
| 5Y | +231.6% | -11.5% | +243.1% | +220.1% |
| 10Y | +258.4% | +353.3% | -94.9% | +129.8% |
| All | +102.9% | +217.7% | -114.7% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling