+29.6%
STM vs DOCS
-15.8%
+45.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.3% | -12.4% | -6.9% |
| 7D | -6.0% | +1.2% | -7.2% | -6.2% |
| 30D | -20.9% | +21.3% | -42.3% | -23.2% |
| 3M | -15.8% | +58.4% | -74.1% | -21.8% |
| 6M | -17.0% | +39.3% | -56.3% | -22.7% |
| YTD | +76.8% | -21.7% | +98.5% | +80.1% |
| 1Y | +96.5% | -47.3% | +143.8% | +113.7% |
| 3Y | +14.0% | +58.2% | -44.2% | -2.8% |
| 5Y | -5.8% | -52.3% | +46.5% | -10.1% |
| All | +29.6% | -15.8% | +45.4% | +25.5% |
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