-52.3%
DOCS vs SNAP
-88.8%
+36.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.9% | +0.4% | +4.8% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +21.3% | +5.5% | +15.8% | +19.5% |
| 3M | +58.4% | +2.2% | +56.1% | +56.6% |
| 6M | +39.3% | -4.1% | +43.3% | +39.1% |
| YTD | -21.7% | -26.6% | +4.9% | -17.2% |
| 1Y | -47.3% | -20.7% | -26.6% | -45.7% |
| 3Y | +58.2% | -44.8% | +102.9% | +59.1% |
| 5Y | -52.3% | -88.7% | +36.4% | -22.1% |
| All | -52.3% | -88.8% | +36.6% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling