+115.1%
SPMO vs DOC
+44.2%
+71.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -8.7% | +6.5% | -15.2% | -9.4% |
| 30D | -18.7% | +9.2% | -27.8% | -19.7% |
| 3M | -16.4% | -2.5% | -13.9% | -16.1% |
| 6M | -11.9% | +7.1% | -18.9% | -13.1% |
| YTD | +4.9% | +33.0% | -28.1% | -1.1% |
| 1Y | +6.2% | +23.3% | -17.1% | +1.6% |
| 3Y | +115.1% | +44.9% | +70.2% | +101.9% |
| All | +115.1% | +44.2% | +71.0% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling