+425.4%
SN vs DOC
+14.6%
+410.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +3.8% | +6.2% | -2.4% | +1.8% |
| 30D | +17.5% | +6.5% | +11.1% | +15.1% |
| 3M | +19.2% | -6.2% | +25.5% | +21.6% |
| 6M | +84.9% | +25.6% | +59.3% | +70.1% |
| YTD | +94.0% | +32.1% | +62.0% | +74.1% |
| 1Y | +151.3% | +20.3% | +131.0% | +133.9% |
| 3Y | +387.1% | +42.7% | +344.3% | +333.6% |
| All | +425.4% | +14.6% | +410.7% | +423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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