+110.9%
DIA vs SNOW
+37.6%
+73.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.1% |
| 7D | -0.2% | +2.8% | -3.0% | -0.5% |
| 30D | -1.5% | +6.4% | -7.9% | -2.2% |
| 3M | +3.8% | +38.1% | -34.3% | +0.7% |
| 6M | +10.3% | +100.4% | -90.1% | +2.7% |
| YTD | +12.1% | +53.7% | -41.6% | +6.7% |
| 1Y | +18.6% | +52.0% | -33.3% | +12.8% |
| 3Y | +60.6% | +114.7% | -54.0% | +44.8% |
| 5Y | +64.4% | +8.8% | +55.7% | +49.2% |
| All | +110.9% | +37.6% | +73.2% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling