+17.1%
SNPS vs DOCS
-73.4%
+90.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -4.9% |
| 7D | -11.0% | -1.4% | -9.6% | -10.8% |
| 30D | -1.7% | +21.8% | -23.6% | -6.0% |
| 3M | -20.4% | +27.3% | -47.6% | -24.5% |
| 6M | -8.6% | -0.3% | -8.3% | -10.4% |
| YTD | -16.2% | -40.5% | +24.3% | -10.2% |
| 1Y | -34.6% | -61.5% | +27.0% | -24.4% |
| 3Y | -14.5% | +8.2% | -22.6% | -24.2% |
| All | +17.1% | -73.4% | +90.5% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling