+23.6%
SFM vs DAR
+156.0%
-132.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.4% |
| 7D | -10.2% | -2.8% | -7.5% | -9.9% |
| 30D | -23.9% | -12.8% | -11.1% | -22.6% |
| 3M | -42.3% | -11.6% | -30.7% | -41.6% |
| 6M | -40.1% | -16.8% | -23.4% | -39.0% |
| YTD | -37.8% | +45.9% | -83.7% | -41.7% |
| 1Y | -37.1% | +61.5% | -98.6% | -42.0% |
| 3Y | +21.5% | +23.0% | -1.4% | +13.9% |
| 5Y | +103.8% | -35.8% | +139.6% | +106.1% |
| 10Y | +142.0% | +280.4% | -138.4% | +58.3% |
| All | +23.6% | +156.0% | -132.4% | -11.2% |
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