-6.9%
DIS vs SNOW
+20.7%
-27.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | +10.3% | -19.8% | +30.2% | +13.1% |
| 3M | +15.5% | -11.6% | +27.2% | +16.6% |
| 6M | +11.2% | +94.0% | -82.8% | -0.1% |
| YTD | +5.6% | +34.8% | -29.2% | -1.0% |
| 1Y | +7.7% | +10.1% | -2.4% | +3.9% |
| 3Y | +39.3% | +84.4% | -45.1% | +20.3% |
| 5Y | -29.5% | -18.1% | -11.4% | -39.7% |
| All | -6.9% | +20.7% | -27.6% | -21.4% |
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