-38.7%
DOCS vs SM
+36.1%
-74.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -0.8% | -25.9% | +25.1% | +2.8% |
| 30D | +17.4% | -15.1% | +32.5% | +19.3% |
| 3M | +57.4% | +4.9% | +52.5% | +54.4% |
| 6M | +26.5% | +6.1% | +20.4% | +22.9% |
| YTD | -26.6% | +63.4% | -90.0% | -34.5% |
| 1Y | -48.1% | +72.5% | -120.5% | -54.1% |
| 3Y | +52.6% | -16.9% | +69.5% | +46.6% |
| 5Y | -52.1% | -10.6% | -41.4% | -56.6% |
| All | -38.7% | +36.1% | -74.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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