-7.0%
DIS vs SNOW
+18.8%
-25.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.3% |
| 7D | +5.3% | +0.2% | +5.2% | +5.2% |
| 30D | +10.2% | -21.1% | +31.3% | +13.2% |
| 3M | +13.5% | -11.9% | +25.5% | +14.7% |
| 6M | +11.1% | +91.0% | -79.9% | +0.1% |
| YTD | +5.5% | +32.7% | -27.2% | -0.9% |
| 1Y | +9.1% | +10.8% | -1.6% | +5.1% |
| 3Y | +36.0% | +86.2% | -50.2% | +17.2% |
| 5Y | -29.8% | -22.7% | -7.1% | -39.9% |
| All | -7.0% | +18.8% | -25.8% | -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