-52.9%
DOCS vs SPMO
+114.1%
-166.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.5% |
| 7D | +2.6% | +6.3% | -3.8% | -1.8% |
| 30D | +11.4% | -8.9% | +20.3% | +18.5% |
| 3M | +25.4% | -13.2% | +38.6% | +37.3% |
| 6M | +42.5% | -9.3% | +51.8% | +44.8% |
| YTD | -24.7% | +11.6% | -36.3% | -38.5% |
| 1Y | -32.9% | +13.4% | -46.3% | -46.3% |
| 3Y | +39.6% | +122.9% | -83.3% | -48.9% |
| All | -52.9% | +114.1% | -166.9% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling