-81.6%
SPXS vs DOC
-22.1%
-59.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.2% | +13.5% | +13.0% |
| 7D | +14.3% | +6.2% | +8.1% | +20.2% |
| 30D | +19.4% | +6.5% | +13.0% | +25.6% |
| 3M | +16.2% | -6.2% | +22.5% | +10.2% |
| 6M | -3.4% | +25.6% | -29.0% | +18.9% |
| YTD | -19.1% | +32.1% | -51.2% | +5.7% |
| 1Y | -20.5% | +20.3% | -40.8% | -5.1% |
| 3Y | -79.1% | +42.7% | -121.9% | -66.7% |
| 5Y | -81.6% | -22.2% | -59.4% | -84.9% |
| All | -81.6% | -22.1% | -59.5% | -84.9% |
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