-38.7%
DOCS vs SNAP
-92.7%
+54.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -1.4% |
| 7D | -0.8% | -7.1% | +6.4% | +1.0% |
| 30D | +17.4% | -14.6% | +32.0% | +22.0% |
| 3M | +57.4% | -5.0% | +62.3% | +58.5% |
| 6M | +26.5% | -18.8% | +45.4% | +31.8% |
| YTD | -26.6% | -38.5% | +12.0% | -18.9% |
| 1Y | -48.1% | -38.1% | -10.0% | -42.9% |
| 3Y | +52.6% | -53.8% | +106.4% | +60.9% |
| 5Y | -52.1% | -90.7% | +38.6% | -28.5% |
| All | -38.7% | -92.7% | +54.0% | -1.0% |
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