-37.4%
DOCS vs SITM
+262.0%
-299.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +32.5% | -32.5% | -6.0% |
| 30D | +8.7% | -18.8% | +27.5% | +12.1% |
| 3M | +32.9% | -30.9% | +63.7% | +39.8% |
| 6M | +25.5% | -44.5% | +70.0% | +35.0% |
| YTD | -25.0% | +33.2% | -58.3% | -38.0% |
| 1Y | -34.9% | +53.8% | -88.7% | -48.5% |
| 3Y | +39.3% | +335.7% | -296.4% | -29.4% |
| 5Y | -54.8% | +84.6% | -139.5% | -73.5% |
| All | -37.4% | +262.0% | -299.3% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling