+5.2%
SSPC vs DOC
-0.6%
+5.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.1% | +4.7% | +4.4% |
| 7D | +11.8% | +8.7% | +3.1% | +2.0% |
| 30D | +44.8% | +7.6% | +37.2% | +33.5% |
| 3M | -40.7% | -5.3% | -35.4% | -37.4% |
| All | +5.2% | -0.6% | +5.8% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling