-50.3%
DOCS vs SPMO
+171.3%
-221.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.3% | -3.9% |
| 7D | -1.4% | +2.0% | -3.4% | -2.9% |
| 30D | +21.8% | -0.4% | +22.2% | +21.9% |
| 3M | +27.3% | -1.9% | +29.2% | +25.2% |
| 6M | -0.3% | +25.0% | -25.4% | -23.9% |
| YTD | -40.5% | +26.0% | -66.5% | -55.2% |
| 1Y | -61.5% | +28.7% | -90.2% | -71.7% |
| 3Y | +8.2% | +160.9% | -152.7% | -65.2% |
| 5Y | -73.4% | +147.9% | -221.3% | -90.5% |
| All | -50.3% | +171.3% | -221.6% | -82.2% |
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