+8.1%
DOC vs SFM
+132.6%
-124.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -4.8% | -4.4% | -0.4% | -4.4% |
| 3M | +6.9% | +1.5% | +5.4% | +6.4% |
| 6M | +20.7% | +6.5% | +14.3% | +19.3% |
| YTD | +34.1% | +2.2% | +32.0% | +32.9% |
| 1Y | +22.6% | -41.9% | +64.5% | +28.2% |
| 3Y | +20.8% | +106.8% | -85.9% | +8.7% |
| 5Y | -24.9% | +231.6% | -256.4% | -36.3% |
| 10Y | -1.8% | +258.4% | -260.3% | -20.2% |
| All | +8.1% | +132.6% | -124.5% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling