-60.5%
SPCH vs DOCS
+62.7%
-123.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.8% | +11.4% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -28.1% | +7.8% | -35.9% | -31.1% |
| 3M | -0.5% | +20.0% | -20.4% | -12.6% |
| All | -60.5% | +62.7% | -123.3% | -73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling