+3.6%
SNOW vs DD
+59.3%
-55.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.1% |
| 7D | +8.4% | -3.8% | +12.2% | +10.3% |
| 30D | -1.0% | -9.2% | +8.3% | +3.7% |
| 3M | +38.3% | -9.0% | +47.3% | +43.9% |
| 6M | +81.3% | -5.0% | +86.3% | +81.1% |
| YTD | +51.1% | +7.4% | +43.7% | +39.4% |
| 1Y | +47.0% | +35.1% | +11.8% | +16.5% |
| 3Y | +99.7% | +43.2% | +56.5% | +46.8% |
| 5Y | +3.6% | +59.6% | -56.0% | -26.6% |
| All | +3.6% | +59.3% | -55.7% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling