+37.2%
DIS vs SNOW
+81.8%
-44.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +1.9% | +5.5% | -3.6% | +1.4% |
| 30D | +9.2% | -13.2% | +22.3% | +10.3% |
| 3M | +13.5% | -13.7% | +27.3% | +14.5% |
| 6M | +14.3% | +91.0% | -76.7% | +5.5% |
| YTD | +5.4% | +32.7% | -27.3% | +1.1% |
| 1Y | +12.2% | +13.3% | -1.1% | +9.7% |
| 3Y | +37.2% | +83.4% | -46.2% | +21.5% |
| All | +37.2% | +81.8% | -44.6% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling