+29.8%
SNOW vs DD
+90.1%
-60.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -7.5% | -2.9% | -4.6% | -6.3% |
| 30D | -1.3% | -11.5% | +10.2% | +4.0% |
| 3M | +37.4% | -5.4% | +42.8% | +40.0% |
| 6M | +88.1% | -6.9% | +95.0% | +90.1% |
| YTD | +50.3% | +6.9% | +43.4% | +40.6% |
| 1Y | +46.0% | +35.6% | +10.4% | +19.3% |
| 3Y | +98.7% | +42.5% | +56.1% | +53.6% |
| 5Y | +3.5% | +58.5% | -55.0% | -24.3% |
| All | +29.8% | +90.1% | -60.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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