+34.6%
SNXX vs DOC
+20.6%
+14.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | -0.1% | +27.2% | +26.9% |
| 7D | -19.2% | +1.0% | -20.3% | -18.6% |
| 30D | -63.6% | +8.1% | -71.7% | -58.6% |
| 3M | -55.9% | +0.9% | -56.8% | -53.1% |
| 6M | -81.7% | +6.3% | -88.0% | -79.4% |
| All | +34.6% | +20.6% | +14.1% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling