-92.8%
SNAP vs DOC
-24.5%
-68.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.1% |
| 7D | +0.7% | -1.5% | +2.2% | +1.5% |
| 30D | +2.6% | -4.8% | +7.4% | +5.1% |
| 3M | -9.9% | +6.9% | -16.8% | -13.1% |
| 6M | +1.9% | +20.7% | -18.9% | -8.6% |
| YTD | -32.2% | +34.1% | -66.4% | -42.9% |
| 1Y | -22.8% | +22.6% | -45.5% | -32.0% |
| 3Y | -47.6% | +20.8% | -68.4% | -54.6% |
| All | -92.8% | -24.5% | -68.3% | -93.3% |
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