+11.3%
SPCH vs DOCS
+51.4%
-40.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -4.3% | -13.8% | -16.1% |
| 7D | -27.7% | -1.3% | -26.3% | -26.9% |
| 30D | -51.2% | +19.4% | -70.6% | -55.0% |
| 3M | +11.3% | +53.4% | -42.1% | -12.0% |
| All | +11.3% | +51.4% | -40.1% | -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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling