+455.7%
STX vs DOCS
-54.0%
+509.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.3% | -12.0% | -15.8% |
| 7D | -33.4% | -1.3% | -32.1% | -33.3% |
| 30D | -42.1% | +19.4% | -61.5% | -43.1% |
| 3M | -44.3% | +53.4% | -97.7% | -47.1% |
| 6M | -39.4% | +28.8% | -68.2% | -41.7% |
| YTD | +70.0% | -25.1% | +95.0% | +75.5% |
| 1Y | +70.2% | -48.1% | +118.3% | +85.3% |
| 3Y | +585.2% | +51.4% | +533.8% | +487.0% |
| 5Y | +455.7% | -51.1% | +506.8% | +449.7% |
| All | +455.7% | -54.0% | +509.6% | +449.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling