+10.1%
SNOW vs D
+16.4%
-6.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.7% |
| 7D | +0.2% | +2.4% | -2.1% | +1.3% |
| 30D | -19.8% | +10.9% | -30.7% | -16.5% |
| 3M | -11.6% | +2.8% | -14.5% | -10.1% |
| 6M | +94.0% | +12.7% | +81.3% | +102.4% |
| YTD | +34.8% | +20.3% | +14.5% | +48.4% |
| 1Y | +10.1% | +17.1% | -7.0% | +20.0% |
| All | +10.1% | +16.4% | -6.3% | +20.0% |
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 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