-76.5%
DOCU vs SFM
+230.0%
-306.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.3% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +19.0% | -4.4% | +23.4% | +19.4% |
| 3M | +34.3% | +1.5% | +32.8% | +33.0% |
| 6M | +48.0% | +6.5% | +41.5% | +44.5% |
| YTD | 0.0% | +2.2% | -2.2% | -1.8% |
| 1Y | -10.3% | -41.9% | +31.6% | -2.5% |
| 3Y | +32.4% | +106.8% | -74.4% | +8.5% |
| All | -76.5% | +230.0% | -306.5% | -80.4% |
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