-47.3%
DOCS vs SN
+156.5%
-203.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +5.9% |
| 7D | +1.2% | +10.6% | -9.4% | +0.2% |
| 30D | +21.3% | +20.0% | +1.3% | +19.1% |
| 3M | +58.4% | +30.4% | +28.0% | +55.2% |
| 6M | +39.3% | +91.0% | -51.7% | +36.8% |
| YTD | -21.7% | +95.9% | -117.6% | -24.2% |
| 1Y | -47.3% | +158.9% | -206.2% | -54.2% |
| All | -47.3% | +156.5% | -203.8% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling