+1.3%
SNXX vs DOC
+19.8%
-18.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +7.7% |
| 7D | -51.3% | +6.5% | -57.8% | -46.9% |
| 30D | -79.0% | +9.2% | -88.2% | -75.9% |
| 3M | -66.5% | -2.5% | -64.0% | -65.5% |
| 6M | -83.8% | +7.1% | -90.8% | -81.7% |
| All | +1.3% | +19.8% | -18.5% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling