+98.6%
DOCU vs SFM
+109.0%
-10.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.2% | -1.4% |
| 7D | -3.2% | +7.5% | -10.7% | -4.1% |
| 30D | +15.7% | -20.8% | +36.5% | +18.4% |
| 3M | +37.3% | -39.4% | +76.7% | +44.5% |
| 6M | +63.1% | -34.5% | +97.6% | +69.1% |
| YTD | +15.4% | -35.2% | +50.6% | +19.3% |
| 1Y | +11.3% | -35.3% | +46.6% | +15.0% |
| 3Y | +92.1% | +23.9% | +68.1% | +79.8% |
| 5Y | -70.5% | +113.8% | -184.3% | -74.1% |
| All | +98.6% | +109.0% | -10.4% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling