+15.9%
SNOW vs DOCS
-20.2%
+36.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.2% |
| 7D | +0.2% | 0.0% | +0.2% | +0.1% |
| 30D | -21.1% | +7.8% | -28.8% | -22.8% |
| 3M | -11.9% | +20.0% | -31.9% | -16.8% |
| 6M | +91.0% | +26.5% | +64.5% | +73.2% |
| YTD | +32.7% | -25.8% | +58.5% | +39.5% |
| 1Y | +10.8% | -39.5% | +50.2% | +23.0% |
| 3Y | +86.2% | +60.3% | +25.9% | +28.4% |
| 5Y | -22.7% | -57.0% | +34.3% | -27.4% |
| All | +15.9% | -20.2% | +36.0% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling