+8.4%
SNOW vs D
+16.2%
-7.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.3% |
| 7D | +0.2% | +0.8% | -0.6% | +0.5% |
| 30D | -21.1% | +10.7% | -31.8% | -17.8% |
| 3M | -11.9% | +2.3% | -14.2% | -10.6% |
| 6M | +91.0% | +12.5% | +78.5% | +99.1% |
| YTD | +32.7% | +20.1% | +12.6% | +46.0% |
| All | +8.4% | +16.2% | -7.8% | +18.1% |
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