-11.5%
SM vs DOC
-22.1%
+10.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -25.1% | +6.2% | -31.4% | -26.5% |
| 30D | -15.6% | +6.5% | -22.1% | -17.3% |
| 3M | +2.7% | -6.2% | +8.9% | +4.2% |
| 6M | -3.8% | +25.6% | -29.4% | -13.0% |
| YTD | +61.8% | +32.1% | +29.8% | +41.3% |
| 1Y | +71.4% | +20.3% | +51.1% | +56.3% |
| 3Y | -20.7% | +42.7% | -63.4% | -34.3% |
| 5Y | -11.5% | -22.2% | +10.6% | +10.0% |
| All | -11.5% | -22.1% | +10.5% | +10.0% |
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