+70.6%
SNPS vs DOCS
-20.2%
+90.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -8.4% | +7.8% | -16.2% | -9.6% |
| 3M | +12.3% | +20.0% | -7.7% | +8.7% |
| 6M | -9.6% | +26.5% | -36.1% | -14.5% |
| YTD | -0.6% | -25.8% | +25.2% | +1.8% |
| 1Y | +18.7% | -39.5% | +58.1% | +25.1% |
| 3Y | -7.6% | +60.3% | -67.9% | -21.1% |
| 5Y | +34.1% | -57.0% | +91.1% | +27.6% |
| All | +70.6% | -20.2% | +90.7% | +63.2% |
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