-88.7%
SNAP vs DOC
-22.8%
-65.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +4.3% |
| 7D | -0.7% | +8.7% | -9.4% | -4.8% |
| 30D | +5.5% | +7.6% | -2.1% | +1.6% |
| 3M | +2.2% | -5.3% | +7.5% | +4.9% |
| 6M | -4.1% | +27.6% | -31.7% | -17.0% |
| YTD | -26.6% | +32.4% | -59.0% | -38.2% |
| 1Y | -20.7% | +22.9% | -43.6% | -30.5% |
| 3Y | -44.8% | +43.1% | -87.9% | -57.4% |
| 5Y | -88.7% | -21.4% | -67.3% | -88.5% |
| All | -88.7% | -22.8% | -65.9% | -88.5% |
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