+7.9%
SNOW vs D
+5.6%
+2.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +2.8% | +1.5% | +1.3% | +2.8% |
| 30D | +6.4% | -2.6% | +9.0% | +6.5% |
| 3M | +38.1% | 0.0% | +38.1% | +38.0% |
| 6M | +100.4% | +7.4% | +93.0% | +99.3% |
| YTD | +53.7% | +15.9% | +37.8% | +52.1% |
| 1Y | +52.0% | +18.1% | +33.8% | +50.0% |
| 3Y | +114.7% | +58.4% | +56.3% | +100.1% |
| All | +7.9% | +5.6% | +2.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling