-50.3%
DOCS vs SFM
+201.6%
-251.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.6% | -3.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +21.8% | -4.4% | +26.2% | +22.2% |
| 3M | +27.3% | +1.5% | +25.8% | +26.3% |
| 6M | -0.3% | +6.5% | -6.8% | -2.3% |
| YTD | -40.5% | +2.2% | -42.7% | -41.4% |
| 1Y | -61.5% | -41.9% | -19.7% | -58.8% |
| 3Y | +8.2% | +106.8% | -98.6% | -2.3% |
| 5Y | -73.4% | +231.6% | -305.0% | -77.0% |
| All | -50.3% | +201.6% | -251.9% | -54.6% |
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