-18.4%
SNOW vs DD
+70.3%
-88.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.3% |
| 7D | +3.7% | +3.2% | +0.4% | +2.1% |
| 30D | -16.4% | +20.3% | -36.7% | -23.8% |
| 3M | -9.9% | +8.2% | -18.0% | -13.6% |
| 6M | +98.8% | +3.4% | +95.4% | +93.6% |
| YTD | +37.3% | +30.6% | +6.7% | +14.0% |
| 1Y | +11.0% | +30.6% | -19.6% | -8.1% |
| 3Y | +87.8% | +91.1% | -3.3% | +13.9% |
| 5Y | -18.4% | +68.6% | -87.0% | -44.3% |
| All | -18.4% | +70.3% | -88.7% | -44.3% |
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