+117.4%
SPMO vs DOCU
-69.1%
+186.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +9.8% | +1.6% | +8.2% | +9.6% |
| 30D | -9.2% | +10.8% | -20.0% | -10.2% |
| 3M | -11.0% | +38.0% | -48.9% | -14.3% |
| 6M | -6.6% | +77.4% | -84.0% | -13.3% |
| YTD | +13.3% | +17.2% | -3.8% | +10.4% |
| 1Y | +12.7% | +15.6% | -2.9% | +9.8% |
| 3Y | +127.5% | +95.6% | +31.9% | +104.3% |
| 5Y | +117.4% | -69.7% | +187.1% | +113.4% |
| All | +117.4% | -69.1% | +186.4% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 5y: compounded portfolio wealth divided by compounded DOCU 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…
5y analysis · Full analysis span regression · 6 months rolling