+86.2%
SPYM vs DOCS
-21.0%
+107.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -5.4% | +17.4% | -22.8% | -6.6% |
| 3M | -4.1% | +57.4% | -61.4% | -8.1% |
| 6M | +0.8% | +26.5% | -25.8% | -2.2% |
| YTD | +8.8% | -26.6% | +35.3% | +10.5% |
| 1Y | +11.0% | -48.1% | +59.0% | +16.1% |
| 3Y | +75.5% | +52.6% | +22.9% | +61.4% |
| 5Y | +68.4% | -52.1% | +120.5% | +62.4% |
| All | +86.2% | -21.0% | +107.3% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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