-37.4%
DOCS vs SPMO
+144.0%
-181.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +9.8% | -9.7% | -6.5% |
| 30D | +8.7% | -9.2% | +17.9% | +16.0% |
| 3M | +32.9% | -11.0% | +43.8% | +43.1% |
| 6M | +25.5% | -6.6% | +32.2% | +24.4% |
| YTD | -25.0% | +13.3% | -38.4% | -39.5% |
| 1Y | -34.9% | +12.7% | -47.5% | -47.2% |
| 3Y | +39.3% | +127.5% | -88.2% | -50.1% |
| 5Y | -54.8% | +117.4% | -172.2% | -82.5% |
| All | -37.4% | +144.0% | -181.3% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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