-51.1%
DOCS vs SFM
+118.6%
-169.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.8% | -3.7% |
| 7D | -1.3% | +7.5% | -8.8% | -2.3% |
| 30D | +19.4% | -20.8% | +40.2% | +22.3% |
| 3M | +53.4% | -39.4% | +92.8% | +62.0% |
| 6M | +28.8% | -34.5% | +63.2% | +34.0% |
| YTD | -25.1% | -35.2% | +10.2% | -22.2% |
| 1Y | -48.1% | -35.3% | -12.9% | -46.2% |
| 3Y | +51.4% | +23.9% | +27.4% | +46.8% |
| 5Y | -51.1% | +113.8% | -164.9% | -47.7% |
| All | -51.1% | +118.6% | -169.6% | -47.7% |
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