-14.3%
SMH vs DOCS
+33.3%
-47.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.3% | -6.9% | -11.4% |
| 7D | -20.3% | -1.3% | -18.9% | -20.3% |
| 30D | -29.2% | +19.4% | -48.6% | -28.2% |
| 3M | -21.4% | +53.4% | -74.8% | -19.0% |
| 6M | -14.3% | +28.8% | -43.1% | -12.0% |
| All | -14.3% | +33.3% | -47.6% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling