+32.8%
SNOW vs D
+5.2%
+27.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.5% |
| 7D | +2.8% | +0.4% | +2.4% | +2.8% |
| 30D | +6.4% | -3.6% | +10.0% | +6.2% |
| 3M | +38.1% | -1.0% | +39.1% | +38.0% |
| 6M | +100.4% | +6.3% | +94.1% | +100.8% |
| YTD | +53.7% | +14.7% | +39.0% | +54.4% |
| 1Y | +52.0% | +16.9% | +35.0% | +52.6% |
| 3Y | +114.7% | +56.8% | +57.9% | +113.4% |
| 5Y | +8.8% | +5.2% | +3.6% | +3.1% |
| All | +32.8% | +5.2% | +27.6% | +25.9% |
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