+5,491.2%
SNPS vs DOC
+1,697.9%
+3,793.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -10.2% | +6.2% | -16.4% | -11.5% |
| 30D | -12.8% | +6.5% | -19.3% | -14.3% |
| 3M | +9.9% | -6.2% | +16.1% | +11.2% |
| 6M | -12.4% | +25.6% | -38.0% | -18.0% |
| YTD | -6.3% | +32.1% | -38.3% | -13.5% |
| 1Y | +7.6% | +20.3% | -12.7% | +1.5% |
| 3Y | -9.8% | +42.7% | -52.5% | -19.4% |
| 5Y | +29.2% | -22.2% | +51.4% | +33.3% |
| 10Y | +663.8% | +16.5% | +647.2% | +591.1% |
| All | +5,491.2% | +1,697.9% | +3,793.3% | +2,958.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling