-69.6%
DOCU vs SFM
+100.9%
-170.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -3.4% | -6.9% | +3.5% | -2.4% |
| 30D | +9.3% | -25.0% | +34.2% | +13.2% |
| 3M | +30.2% | -42.7% | +72.9% | +39.8% |
| 6M | +62.1% | -41.0% | +103.1% | +72.1% |
| YTD | +13.5% | -38.7% | +52.2% | +19.1% |
| 1Y | +11.5% | -38.1% | +49.6% | +16.6% |
| 3Y | +89.5% | +19.3% | +70.2% | +64.5% |
| 5Y | -69.6% | +103.1% | -172.7% | -76.2% |
| All | -69.6% | +100.9% | -170.6% | -76.2% |
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