-17.8%
DIS vs SNOW
+37.6%
-55.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.0% |
| 7D | -2.6% | +2.8% | -5.4% | -3.1% |
| 30D | +3.5% | +6.4% | -2.9% | +2.4% |
| 3M | +6.8% | +38.1% | -31.3% | +2.0% |
| 6M | +3.0% | +100.4% | -97.4% | -7.9% |
| YTD | -6.7% | +53.7% | -60.4% | -13.7% |
| 1Y | -10.1% | +52.0% | -62.0% | -16.9% |
| 3Y | +33.0% | +114.7% | -81.6% | +12.8% |
| 5Y | -40.0% | +8.8% | -48.8% | -49.1% |
| All | -17.8% | +37.6% | -55.4% | -31.5% |
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 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