-51.1%
DOCS vs STT
+97.1%
-148.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -1.8% |
| 7D | -1.3% | -4.9% | +3.6% | +1.4% |
| 30D | +19.4% | -6.0% | +25.4% | +23.4% |
| 3M | +53.4% | -11.7% | +65.1% | +63.1% |
| 6M | +28.8% | +11.7% | +17.1% | +19.2% |
| YTD | -25.1% | +30.4% | -55.5% | -37.1% |
| 1Y | -48.1% | +43.9% | -92.1% | -59.1% |
| 3Y | +51.4% | +165.4% | -114.0% | -17.7% |
| 5Y | -51.1% | +101.0% | -152.1% | -72.0% |
| All | -51.1% | +97.1% | -148.2% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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