-6.6%
DIS vs SNOW
+22.9%
-29.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.1% |
| 7D | +0.6% | +3.7% | -3.1% | +0.1% |
| 30D | +10.3% | -16.4% | +26.7% | +12.5% |
| 3M | +15.6% | -9.9% | +25.4% | +16.4% |
| 6M | +15.1% | +98.8% | -83.7% | +3.1% |
| YTD | +6.0% | +37.3% | -31.3% | -0.9% |
| 1Y | +5.7% | +11.0% | -5.4% | +1.8% |
| 3Y | +39.8% | +87.8% | -48.0% | +20.5% |
| 5Y | -23.9% | -18.4% | -5.5% | -35.0% |
| All | -6.6% | +22.9% | -29.5% | -21.3% |
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 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