+18.6%
STM vs DOCS
-21.0%
+39.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +4.7% |
| 7D | -10.7% | -0.8% | -10.0% | -10.7% |
| 30D | -25.7% | +17.4% | -43.1% | -27.5% |
| 3M | -21.6% | +57.4% | -78.9% | -27.1% |
| 6M | -27.8% | +26.5% | -54.3% | -31.7% |
| YTD | +61.8% | -26.6% | +88.3% | +66.3% |
| 1Y | +78.1% | -48.1% | +126.1% | +93.8% |
| 3Y | +4.9% | +52.6% | -47.7% | -10.2% |
| 5Y | -14.3% | -52.1% | +37.8% | -17.6% |
| All | +18.6% | -21.0% | +39.6% | +15.9% |
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