+106.8%
DIA vs SNOW
+21.9%
+84.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +1.6% | +10.8% | -9.2% | +0.7% |
| 30D | +1.2% | -16.5% | +17.7% | +2.6% |
| 3M | -2.4% | -10.1% | +7.7% | -1.8% |
| 6M | +5.7% | +96.5% | -90.9% | -1.3% |
| YTD | +9.9% | +36.2% | -26.2% | +5.6% |
| 1Y | +9.8% | +10.7% | -0.9% | +7.4% |
| 3Y | +59.8% | +86.2% | -26.5% | +45.7% |
| 5Y | +57.7% | -22.7% | +80.4% | +45.3% |
| All | +106.8% | +21.9% | +84.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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