+703.0%
SNPS vs DOC
+19.9%
+683.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.9% |
| 7D | -3.9% | +8.7% | -12.7% | -6.3% |
| 30D | -5.2% | +7.6% | -12.9% | -7.5% |
| 3M | +14.6% | -5.3% | +19.9% | +16.1% |
| 6M | -6.9% | +27.6% | -34.5% | -14.9% |
| YTD | -1.4% | +32.4% | -33.8% | -11.2% |
| 1Y | +11.2% | +22.9% | -11.7% | +2.4% |
| 3Y | -5.1% | +43.1% | -48.2% | -18.5% |
| 5Y | +35.5% | -21.4% | +56.9% | +42.1% |
| 10Y | +703.0% | +16.8% | +686.2% | +619.8% |
| All | +703.0% | +19.9% | +683.2% | +619.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling