+3.3%
SNOW vs DBX
+11.7%
-8.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.4% |
| 7D | -2.4% | +2.1% | -4.5% | -4.1% |
| 30D | -1.0% | +5.7% | -6.7% | -5.4% |
| 3M | +36.9% | +31.8% | +5.1% | +8.9% |
| 6M | +83.4% | +37.5% | +45.9% | +38.8% |
| YTD | +50.0% | +27.9% | +22.1% | +20.5% |
| 1Y | +46.5% | +15.0% | +31.5% | +26.7% |
| 3Y | +93.3% | +27.2% | +66.1% | +37.7% |
| All | +3.3% | +11.7% | -8.4% | -30.3% |
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