-57.0%
DOCS vs SPYG
+67.2%
-124.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -1.8% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | +7.8% | -8.4% | +16.2% | +18.4% |
| 3M | +20.0% | -6.2% | +26.2% | +28.3% |
| 6M | +26.5% | -1.8% | +28.3% | +26.3% |
| YTD | -25.8% | +8.4% | -34.1% | -34.7% |
| 1Y | -39.5% | +10.1% | -49.5% | -48.0% |
| 3Y | +60.3% | +94.9% | -34.6% | -37.4% |
| 5Y | -57.0% | +68.5% | -125.5% | -77.7% |
| All | -57.0% | +67.2% | -124.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling