-26.1%
SNOW vs DBX
+24.0%
-50.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.6% |
| 7D | +5.5% | -3.3% | +8.7% | +7.7% |
| 30D | -13.2% | -5.9% | -7.3% | -9.6% |
| 3M | -13.7% | -6.7% | -7.1% | -10.1% |
| 6M | +91.0% | +28.0% | +63.0% | +52.5% |
| YTD | +32.7% | +20.6% | +12.0% | +9.2% |
| 1Y | +13.3% | +10.3% | +3.0% | +0.1% |
| 3Y | +83.4% | +24.0% | +59.3% | +26.6% |
| All | -26.1% | +24.0% | -50.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling