+55.8%
DOCS vs SPXS
-79.0%
+134.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +13.2% | -17.5% | +0.6% |
| 7D | -1.3% | +14.3% | -15.7% | +4.3% |
| 30D | +19.4% | +19.4% | 0.0% | +28.5% |
| 3M | +53.4% | +16.2% | +37.2% | +64.3% |
| 6M | +28.8% | -3.4% | +32.2% | +29.1% |
| YTD | -25.1% | -19.1% | -6.0% | -29.0% |
| 1Y | -48.1% | -20.5% | -27.7% | -51.0% |
| All | +55.8% | -79.0% | +134.8% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling