-50.3%
DOCS vs SPG
+108.1%
-158.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.2% |
| 7D | -1.4% | -2.4% | +1.0% | +0.1% |
| 30D | +21.8% | -6.8% | +28.7% | +27.5% |
| 3M | +27.3% | +2.7% | +24.6% | +25.1% |
| 6M | -0.3% | +5.5% | -5.8% | -4.4% |
| YTD | -40.5% | +15.7% | -56.2% | -46.5% |
| 1Y | -61.5% | +20.9% | -82.4% | -66.5% |
| 3Y | +8.2% | +112.4% | -104.2% | -35.9% |
| 5Y | -73.4% | +101.4% | -174.8% | -83.9% |
| All | -50.3% | +108.1% | -158.3% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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