-3.2%
SM vs DOC
-22.8%
+19.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.1% | -18.4% | -16.1% |
| 7D | -21.5% | +8.7% | -30.2% | -23.5% |
| 30D | -11.4% | +7.6% | -19.0% | -13.4% |
| 3M | +0.6% | -5.3% | +5.9% | +1.7% |
| 6M | +0.2% | +27.6% | -27.4% | -9.9% |
| YTD | +69.7% | +32.4% | +37.3% | +48.0% |
| 1Y | +71.6% | +22.9% | +48.7% | +54.9% |
| 3Y | -16.9% | +43.1% | -60.0% | -31.2% |
| 5Y | -3.2% | -21.4% | +18.1% | +18.6% |
| All | -3.2% | -22.8% | +19.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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