+20.5%
SGOV vs DOCS
-51.8%
+72.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | 0.0% |
| 7D | -0.2% | -0.8% | +0.5% | -0.2% |
| 30D | 0.0% | +17.4% | -17.4% | 0.0% |
| 3M | +0.6% | +57.4% | -56.7% | +0.6% |
| 6M | +1.6% | +26.5% | -25.0% | +1.6% |
| YTD | +2.8% | -26.6% | +29.4% | +2.8% |
| 1Y | +3.4% | -48.1% | +51.5% | +3.4% |
| 3Y | +13.7% | +52.6% | -38.9% | +13.7% |
| All | +20.5% | -51.8% | +72.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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