+147.9%
SPMO vs DOCU
-78.0%
+225.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.2% |
| 7D | +2.0% | +6.9% | -4.9% | +1.2% |
| 30D | -0.4% | +19.0% | -19.4% | -2.5% |
| 3M | -1.9% | +34.3% | -36.2% | -5.6% |
| 6M | +25.0% | +48.0% | -23.0% | +18.2% |
| YTD | +26.0% | 0.0% | +26.0% | +25.1% |
| 1Y | +28.7% | -10.3% | +38.9% | +29.1% |
| 3Y | +160.9% | +32.4% | +128.5% | +144.7% |
| All | +147.9% | -78.0% | +225.9% | +163.4% |
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