-61.5%
DOCS vs SPXS
-40.2%
-21.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.5% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +21.8% | +0.8% | +21.0% | +22.2% |
| 3M | +27.3% | -4.7% | +32.0% | +27.4% |
| 6M | -0.3% | -29.6% | +29.3% | -5.8% |
| YTD | -40.5% | -29.8% | -10.7% | -43.2% |
| 1Y | -61.5% | -38.9% | -22.6% | -62.8% |
| All | -61.5% | -40.2% | -21.3% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling