+16.5%
SNOW vs D
+9.2%
+7.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +0.2% | +2.4% | -2.1% | +0.4% |
| 30D | -19.8% | +10.9% | -30.7% | -19.3% |
| 3M | -11.6% | +2.8% | -14.5% | -11.4% |
| 6M | +94.0% | +12.7% | +81.3% | +95.3% |
| YTD | +34.8% | +20.3% | +14.5% | +36.0% |
| 1Y | +10.1% | +17.1% | -7.0% | +11.1% |
| 3Y | +84.4% | +75.1% | +9.2% | +84.9% |
| 5Y | -18.1% | +13.1% | -31.2% | -20.5% |
| All | +16.5% | +9.2% | +7.3% | +10.2% |
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