-86.1%
SPXS vs DOC
-24.5%
-61.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | -0.2% |
| 7D | -0.1% | -1.5% | +1.4% | -1.3% |
| 30D | +0.8% | -4.8% | +5.6% | -3.1% |
| 3M | -4.7% | +6.9% | -11.6% | +0.9% |
| 6M | -29.6% | +20.7% | -50.4% | -16.2% |
| YTD | -29.8% | +34.1% | -64.0% | -7.3% |
| 1Y | -38.9% | +22.6% | -61.6% | -25.7% |
| 3Y | -79.6% | +20.8% | -100.4% | -74.0% |
| All | -86.1% | -24.5% | -61.5% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling