+52.0%
SNOW vs DBX
+20.4%
+31.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.0% |
| 7D | +2.8% | -2.4% | +5.2% | +4.4% |
| 30D | +6.4% | -0.5% | +6.9% | +6.8% |
| 3M | +38.1% | +28.1% | +10.0% | +19.7% |
| 6M | +100.4% | +33.1% | +67.3% | +66.5% |
| YTD | +53.7% | +25.3% | +28.4% | +29.7% |
| 1Y | +52.0% | +18.3% | +33.6% | +31.1% |
| All | +52.0% | +20.4% | +31.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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