-21.4%
DOC vs SFM
+132.6%
-154.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.8% |
| 7D | +8.7% | -12.3% | +21.0% | +9.6% |
| 30D | +7.6% | -16.2% | +23.8% | +9.1% |
| 3M | -5.3% | -36.8% | +31.5% | -1.3% |
| 6M | +27.6% | -32.6% | +60.2% | +31.6% |
| YTD | +32.4% | -31.7% | +64.1% | +35.9% |
| 1Y | +22.9% | -35.0% | +57.9% | +26.7% |
| 3Y | +43.1% | +30.6% | +12.4% | +26.5% |
| 5Y | -21.4% | +136.0% | -157.4% | -37.0% |
| All | -21.4% | +132.6% | -154.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling