-54.2%
DOCS vs SPMO
+101.1%
-155.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -3.1% |
| 7D | -0.8% | -8.7% | +7.9% | +5.5% |
| 30D | +17.4% | -18.7% | +36.1% | +35.3% |
| 3M | +57.4% | -16.4% | +73.8% | +76.9% |
| 6M | +26.5% | -11.9% | +38.4% | +29.7% |
| YTD | -26.6% | +4.9% | -31.5% | -37.3% |
| 1Y | -48.1% | +6.2% | -54.2% | -56.4% |
| 3Y | +52.6% | +115.1% | -62.5% | -43.4% |
| All | -54.2% | +101.1% | -155.3% | -80.9% |
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 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