-57.0%
DOCS vs SPXS
-82.9%
+25.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | -2.2% |
| 7D | 0.0% | -1.5% | +1.5% | 0.0% |
| 30D | +7.8% | +9.6% | -1.9% | +13.8% |
| 3M | +20.0% | +8.5% | +11.5% | +26.5% |
| 6M | +26.5% | -5.8% | +32.3% | +25.4% |
| YTD | -25.8% | -25.4% | -0.4% | -33.6% |
| 1Y | -39.5% | -28.8% | -10.6% | -46.9% |
| 3Y | +60.3% | -80.9% | +141.2% | -18.5% |
| 5Y | -57.0% | -83.1% | +26.1% | -71.5% |
| All | -57.0% | -82.9% | +25.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling