Stock and ETF performance explorer

DOCS vs SM

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	SM	Excess	Alpha
1D	-2.8%	-2.5%	-0.3%	N/A
7D	-1.4%	+0.1%	-1.5%	N/A
All	-1.4%	-0.7%	-0.7%	N/A

Daily percentage return beside SM.

Portfolio return minus SM return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.