-10.3%
DOCU vs SFM
-41.4%
+31.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.9% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +19.0% | -4.4% | +23.4% | +18.5% |
| 3M | +34.3% | +1.5% | +32.8% | +34.2% |
| 6M | +48.0% | +6.5% | +41.5% | +48.1% |
| YTD | 0.0% | +2.2% | -2.2% | -0.2% |
| 1Y | -10.3% | -41.9% | +31.6% | -7.6% |
| All | -10.3% | -41.4% | +31.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling