+30.5%
SNOW vs D
+4.0%
+26.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.3% |
| 7D | +8.4% | -0.4% | +8.8% | +8.4% |
| 30D | -1.0% | -2.1% | +1.1% | -1.1% |
| 3M | +38.3% | -0.7% | +39.1% | +38.2% |
| 6M | +81.3% | +5.6% | +75.7% | +81.6% |
| YTD | +51.1% | +14.6% | +36.5% | +51.8% |
| 1Y | +47.0% | +15.3% | +31.6% | +47.6% |
| 3Y | +99.7% | +59.1% | +40.6% | +98.7% |
| 5Y | +3.6% | +3.9% | -0.3% | -2.4% |
| All | +30.5% | +4.0% | +26.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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