+9.8%
SNOW vs DOCS
-21.0%
+30.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.0% |
| 7D | -9.9% | -0.8% | -9.1% | -9.7% |
| 30D | -17.1% | +17.4% | -34.5% | -21.0% |
| 3M | -13.2% | +57.4% | -70.6% | -25.4% |
| 6M | +97.4% | +26.5% | +70.9% | +79.0% |
| YTD | +25.8% | -26.6% | +52.3% | +32.6% |
| 1Y | +4.2% | -48.1% | +52.3% | +20.7% |
| 3Y | +91.3% | +52.6% | +38.7% | +34.3% |
| 5Y | -24.4% | -52.1% | +27.7% | -29.2% |
| All | +9.8% | -21.0% | +30.8% | -1.2% |
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