+3.5%
SNOW vs DE
+97.0%
-93.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -7.5% | -2.4% | -5.1% | -6.7% |
| 30D | -1.3% | +9.7% | -11.0% | -4.8% |
| 3M | +37.4% | +21.4% | +16.1% | +26.8% |
| 6M | +88.1% | +15.0% | +73.1% | +75.4% |
| YTD | +50.3% | +46.4% | +3.9% | +24.4% |
| 1Y | +46.0% | +45.6% | +0.4% | +20.7% |
| 3Y | +98.7% | +76.8% | +21.9% | +49.2% |
| 5Y | +3.5% | +99.4% | -95.9% | -27.5% |
| All | +3.5% | +97.0% | -93.5% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling