-79.2%
SNAP vs DOC
+4.5%
-83.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.8% | -13.9% |
| 7D | -10.4% | +6.2% | -16.6% | -12.8% |
| 30D | -11.9% | +6.5% | -18.4% | -14.4% |
| 3M | -4.5% | -6.2% | +1.7% | -1.8% |
| 6M | -16.7% | +25.6% | -42.3% | -26.0% |
| YTD | -36.9% | +32.1% | -69.0% | -45.5% |
| 1Y | -30.3% | +20.3% | -50.6% | -37.1% |
| 3Y | -52.5% | +42.7% | -95.3% | -61.0% |
| 5Y | -90.4% | -22.2% | -68.3% | -89.8% |
| All | -79.2% | +4.5% | -83.7% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling