+14.7%
SNOW vs D
+9.0%
+5.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.5% |
| 7D | +0.2% | +0.8% | -0.6% | +0.2% |
| 30D | -21.1% | +10.7% | -31.8% | -20.6% |
| 3M | -11.9% | +2.3% | -14.2% | -11.7% |
| 6M | +91.0% | +12.5% | +78.5% | +92.2% |
| YTD | +32.7% | +20.1% | +12.6% | +33.9% |
| 1Y | +10.8% | +15.6% | -4.8% | +11.7% |
| 3Y | +86.2% | +75.2% | +11.0% | +86.7% |
| 5Y | -22.7% | +14.6% | -37.3% | -24.4% |
| All | +14.7% | +9.0% | +5.6% | +8.4% |
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