+11.3%
DOCU vs SFM
-38.0%
+49.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.2% | -1.6% |
| 7D | -5.5% | -1.2% | -4.3% | -5.5% |
| 30D | +12.6% | -24.8% | +37.4% | +12.8% |
| 3M | +36.4% | -43.7% | +80.1% | +34.5% |
| 6M | +66.8% | -37.3% | +104.1% | +63.5% |
| YTD | +13.5% | -38.4% | +51.8% | +11.8% |
| 1Y | +11.3% | -36.9% | +48.2% | +8.6% |
| All | +11.3% | -38.0% | +49.3% | +8.6% |
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