+19.9%
SNOW vs DOCS
-19.3%
+39.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +1.1% |
| 7D | +3.7% | -4.2% | +7.8% | +5.0% |
| 30D | -16.4% | +8.6% | -25.0% | -18.5% |
| 3M | -9.9% | +27.2% | -37.1% | -16.2% |
| 6M | +98.8% | +26.5% | +72.3% | +80.3% |
| YTD | +37.3% | -25.0% | +62.3% | +43.9% |
| 1Y | +11.0% | -37.0% | +48.0% | +21.9% |
| 3Y | +87.8% | +39.4% | +48.4% | +37.7% |
| 5Y | -18.4% | -56.7% | +38.3% | -23.6% |
| All | +19.9% | -19.3% | +39.2% | +7.1% |
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