+11.2%
SNPS vs DOCS
-47.4%
+58.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.7% |
| 7D | -3.9% | +1.2% | -5.2% | -4.1% |
| 30D | -5.2% | +21.3% | -26.5% | -7.5% |
| 3M | +14.6% | +58.4% | -43.8% | +7.7% |
| 6M | -6.9% | +39.3% | -46.2% | -11.0% |
| YTD | -1.4% | -21.7% | +20.3% | +0.7% |
| 1Y | +11.2% | -47.3% | +58.5% | +17.4% |
| All | +11.2% | -47.4% | +58.6% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling