-34.3%
SNDU vs DOCS
+32.1%
-66.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +5.8% |
| 7D | -52.5% | -0.8% | -51.7% | -52.5% |
| 30D | -79.7% | +17.4% | -97.1% | -78.5% |
| 3M | -68.3% | +57.4% | -125.7% | -62.1% |
| 6M | -84.9% | +26.5% | -111.5% | -80.0% |
| All | -34.3% | +32.1% | -66.4% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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