-32.9%
DOCS vs SPYG
+8.5%
-41.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +2.6% | +2.3% | +0.2% | +1.9% |
| 30D | +11.4% | -6.5% | +17.9% | +13.2% |
| 3M | +25.4% | -6.8% | +32.2% | +27.3% |
| 6M | +42.5% | -3.1% | +45.7% | +44.3% |
| YTD | -24.7% | +8.0% | -32.7% | -23.0% |
| 1Y | -32.9% | +10.2% | -43.2% | -32.2% |
| All | -32.9% | +8.5% | -41.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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