-26.3%
DOCS vs SN
+490.7%
-516.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.5% |
| 7D | -1.4% | -9.3% | +7.9% | +0.7% |
| 30D | +21.8% | -4.8% | +26.6% | +23.3% |
| 3M | +27.3% | +40.4% | -13.1% | +18.0% |
| 6M | -0.3% | +50.9% | -51.3% | -9.6% |
| YTD | -40.5% | +54.9% | -95.4% | -46.8% |
| 1Y | -61.5% | +43.0% | -104.6% | -65.1% |
| 3Y | +8.2% | +391.8% | -383.7% | -16.9% |
| All | -26.3% | +490.7% | -516.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling