+48.1%
SNOW vs D
+19.1%
+29.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.3% |
| 7D | +4.9% | +0.8% | +4.1% | +5.1% |
| 30D | +1.5% | -0.7% | +2.3% | +1.2% |
| 3M | +39.5% | +2.1% | +37.4% | +40.4% |
| 6M | +85.9% | +6.8% | +79.1% | +88.5% |
| YTD | +52.9% | +16.5% | +36.4% | +63.0% |
| 1Y | +48.1% | +19.2% | +29.0% | +57.4% |
| All | +48.1% | +19.1% | +29.0% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling