-38.8%
DOCS vs SPMO
+135.3%
-174.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -0.6% | -2.6% | +2.1% | +1.1% |
| 30D | +6.3% | -14.2% | +20.5% | +18.2% |
| 3M | +26.5% | -12.7% | +39.2% | +37.9% |
| 6M | +24.8% | -9.6% | +34.4% | +26.4% |
| YTD | -26.8% | +9.3% | -36.1% | -39.4% |
| 1Y | -38.3% | +8.2% | -46.5% | -48.5% |
| 3Y | +36.0% | +119.4% | -83.3% | -50.0% |
| 5Y | -55.0% | +112.5% | -167.4% | -82.4% |
| All | -38.8% | +135.3% | -174.1% | -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