+13.7%
DOC vs SFM
+150.4%
-136.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +0.2% |
| 7D | +6.2% | +7.5% | -1.3% | +5.4% |
| 30D | +6.5% | -20.8% | +27.3% | +8.4% |
| 3M | -6.2% | -39.4% | +33.1% | -2.1% |
| 6M | +25.6% | -34.5% | +60.1% | +29.7% |
| YTD | +32.1% | -35.2% | +67.3% | +36.1% |
| 1Y | +20.3% | -35.3% | +55.6% | +23.9% |
| 3Y | +42.7% | +23.9% | +18.8% | +33.1% |
| 5Y | -22.2% | +113.8% | -136.0% | -32.4% |
| All | +13.7% | +150.4% | -136.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling