+1.3%
SNXX vs DOCN
+14.9%
-13.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +4.0% |
| 7D | -51.3% | -19.2% | -32.2% | -33.2% |
| 30D | -79.0% | -43.1% | -36.0% | -58.1% |
| 3M | -66.5% | -40.7% | -25.8% | -38.5% |
| 6M | -83.8% | -55.0% | -28.8% | -56.4% |
| All | +1.3% | +14.9% | -13.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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