+15.6%
DOCU vs SFM
-34.4%
+50.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +1.6% | -0.4% | +2.0% | +1.5% |
| 30D | +10.8% | -19.2% | +30.1% | +11.0% |
| 3M | +38.0% | -40.3% | +78.3% | +35.7% |
| 6M | +77.4% | -40.9% | +118.3% | +74.9% |
| YTD | +17.2% | -35.5% | +52.7% | +15.0% |
| 1Y | +15.6% | -37.4% | +53.0% | +13.5% |
| All | +15.6% | -34.4% | +50.0% | +13.5% |
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