-90.4%
SNAP vs DOC
-22.1%
-68.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.8% | -13.9% |
| 7D | -10.4% | +6.2% | -16.6% | -13.0% |
| 30D | -11.9% | +6.5% | -18.4% | -14.7% |
| 3M | -4.5% | -6.2% | +1.7% | -1.5% |
| 6M | -16.7% | +25.6% | -42.3% | -27.2% |
| YTD | -36.9% | +32.1% | -69.0% | -46.7% |
| 1Y | -30.3% | +20.3% | -50.6% | -38.0% |
| 3Y | -52.5% | +42.7% | -95.3% | -63.3% |
| 5Y | -90.4% | -22.2% | -68.3% | -90.3% |
| All | -90.4% | -22.1% | -68.4% | -90.3% |
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