-37.4%
DOCS vs SNAP
-92.5%
+55.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.0% | +9.7% | -0.6% |
| 7D | -1.3% | -10.4% | +9.0% | +1.3% |
| 30D | +19.4% | -11.9% | +31.3% | +23.1% |
| 3M | +53.4% | -4.5% | +57.9% | +54.3% |
| 6M | +28.8% | -16.7% | +45.4% | +33.2% |
| YTD | -25.1% | -36.9% | +11.9% | -17.8% |
| 1Y | -48.1% | -30.3% | -17.9% | -44.9% |
| 3Y | +51.4% | -52.5% | +103.9% | +58.4% |
| 5Y | -51.1% | -90.4% | +39.3% | -27.5% |
| All | -37.4% | -92.5% | +55.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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