-99.5%
SPXS vs DOC
+21.1%
-120.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.8% | -8.8% | -5.4% |
| 7D | -1.5% | +5.9% | -7.4% | +4.1% |
| 30D | +9.6% | +10.3% | -0.6% | +20.1% |
| 3M | +8.5% | -2.2% | +10.7% | +6.4% |
| 6M | -5.8% | +8.2% | -14.0% | +1.8% |
| YTD | -25.4% | +35.4% | -60.7% | +1.6% |
| 1Y | -28.8% | +23.6% | -52.5% | -11.4% |
| 3Y | -80.9% | +57.3% | -138.2% | -66.5% |
| 5Y | -83.1% | -19.6% | -63.5% | -82.5% |
| 10Y | -99.5% | +20.8% | -120.3% | -98.9% |
| All | -99.5% | +21.1% | -120.6% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling