-48.1%
DOCS vs SN
+137.4%
-185.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.4% |
| 7D | -0.8% | +7.2% | -8.0% | -1.6% |
| 30D | +17.4% | +20.4% | -3.0% | +15.0% |
| 3M | +57.4% | +23.9% | +33.4% | +53.7% |
| 6M | +26.5% | +93.0% | -66.5% | +23.2% |
| YTD | -26.6% | +99.2% | -125.8% | -29.8% |
| 1Y | -48.1% | +142.6% | -190.7% | -54.4% |
| All | -48.1% | +137.4% | -185.4% | -54.4% |
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