+106.9%
DIA vs SNOW
+35.3%
+71.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.7% |
| 7D | -1.2% | +8.4% | -9.6% | -2.0% |
| 30D | -2.7% | -1.0% | -1.7% | -2.7% |
| 3M | +3.3% | +38.3% | -35.0% | +0.3% |
| 6M | +10.4% | +81.3% | -70.9% | +3.8% |
| YTD | +10.0% | +51.1% | -41.1% | +4.9% |
| 1Y | +16.2% | +47.0% | -30.8% | +10.8% |
| 3Y | +58.7% | +99.7% | -41.0% | +43.9% |
| 5Y | +63.6% | +3.6% | +60.0% | +48.7% |
| All | +106.9% | +35.3% | +71.6% | +85.0% |
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