+8.6%
SNOW vs D
+9.6%
-0.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.3% |
| 7D | -9.9% | +3.0% | -12.8% | -9.7% |
| 30D | -17.1% | +11.5% | -28.6% | -16.5% |
| 3M | -13.2% | +3.7% | -17.0% | -12.9% |
| 6M | +97.4% | +13.5% | +83.9% | +98.8% |
| YTD | +25.8% | +20.7% | +5.0% | +26.9% |
| 1Y | +4.2% | +18.2% | -14.0% | +5.1% |
| 3Y | +91.3% | +73.3% | +18.0% | +91.9% |
| 5Y | -24.4% | +12.3% | -36.6% | -27.0% |
| All | +8.6% | +9.6% | -0.9% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling