-5.5%
SNPS vs DOC
+43.5%
-49.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | -3.9% | +8.7% | -12.7% | -5.1% |
| 30D | -5.2% | +7.6% | -12.9% | -6.3% |
| 3M | +14.6% | -5.3% | +19.9% | +15.7% |
| 6M | -6.9% | +27.6% | -34.5% | -12.0% |
| YTD | -1.4% | +32.4% | -33.8% | -7.8% |
| 1Y | +11.2% | +22.9% | -11.7% | +5.7% |
| All | -5.5% | +43.5% | -49.0% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling