-69.8%
SPCH vs DOCS
+64.3%
-134.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -4.3% | -13.8% | -15.7% |
| 7D | -27.7% | -1.3% | -26.3% | -26.8% |
| 30D | -51.2% | +19.4% | -70.6% | -56.0% |
| 3M | +11.3% | +53.4% | -42.1% | -24.2% |
| All | -69.8% | +64.3% | -134.1% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling