-55.0%
DOCS vs SPMO
+111.1%
-166.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.0% |
| 3M | +26.5% | -12.7% | +39.2% | +37.7% |
| 6M | +24.8% | -9.6% | +34.4% | +26.3% |
| YTD | -26.8% | +9.3% | -36.1% | -39.3% |
| 1Y | -38.3% | +8.2% | -46.5% | -48.4% |
| 3Y | +36.0% | +119.4% | -83.3% | -49.6% |
| 5Y | -55.0% | +112.5% | -167.4% | -82.1% |
| All | -55.0% | +111.1% | -166.1% | -82.1% |
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