+95.3%
DOCU vs SFM
+98.9%
-3.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.2% | -1.1% |
| 7D | -5.5% | -1.2% | -4.3% | -5.5% |
| 30D | +12.6% | -24.8% | +37.4% | +15.9% |
| 3M | +36.4% | -43.7% | +80.1% | +44.8% |
| 6M | +66.8% | -37.3% | +104.1% | +73.8% |
| YTD | +13.5% | -38.4% | +51.8% | +18.0% |
| 1Y | +11.3% | -36.9% | +48.2% | +15.3% |
| 3Y | +92.1% | +20.7% | +71.4% | +80.3% |
| 5Y | -71.0% | +103.5% | -174.5% | -74.4% |
| All | +95.3% | +98.9% | -3.5% | +57.8% |
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