-5.1%
SNXX vs DOC
+19.0%
-24.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -0.2% | -42.8% | -43.4% |
| 7D | -66.8% | +6.2% | -73.1% | -63.8% |
| 30D | -79.7% | +6.5% | -86.1% | -77.2% |
| 3M | -72.8% | -6.2% | -66.6% | -73.3% |
| 6M | -84.7% | +25.6% | -110.3% | -81.3% |
| All | -5.1% | +19.0% | -24.2% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling