+17.6%
SNOW vs DAL
+166.0%
-148.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +1.3% |
| 7D | +10.8% | +1.4% | +9.4% | +10.2% |
| 30D | -16.5% | +9.1% | -25.6% | -19.5% |
| 3M | -10.1% | -3.5% | -6.6% | -9.2% |
| 6M | +96.5% | +23.4% | +73.2% | +77.8% |
| YTD | +36.2% | +26.0% | +10.1% | +20.3% |
| 1Y | +10.7% | +44.6% | -33.9% | -8.1% |
| 3Y | +86.2% | +162.7% | -76.5% | +9.0% |
| 5Y | -22.7% | +113.0% | -135.7% | -53.0% |
| All | +17.6% | +166.0% | -148.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling