+94.8%
SNOW vs DBX
+23.5%
+71.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -2.5% |
| 7D | +8.4% | +0.3% | +8.1% | +8.5% |
| 30D | -1.0% | 0.0% | -1.0% | -0.9% |
| 3M | +38.3% | +26.1% | +12.2% | +21.0% |
| 6M | +81.3% | +29.4% | +51.9% | +55.1% |
| YTD | +51.1% | +24.4% | +26.7% | +32.0% |
| 1Y | +47.0% | +10.9% | +36.1% | +35.5% |
| All | +94.8% | +23.5% | +71.3% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling