+29.6%
SNOW vs DE
+236.1%
-206.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.4% | -2.6% | +0.1% | -1.6% |
| 30D | -1.0% | +9.0% | -10.0% | -4.0% |
| 3M | +36.9% | +19.1% | +17.7% | +28.0% |
| 6M | +83.4% | +14.4% | +69.0% | +72.5% |
| YTD | +50.0% | +45.9% | +4.0% | +27.0% |
| 1Y | +46.5% | +43.6% | +2.9% | +24.5% |
| 3Y | +93.3% | +75.9% | +17.4% | +50.9% |
| 5Y | +3.3% | +98.8% | -95.5% | -23.3% |
| All | +29.6% | +236.1% | -206.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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