+32.1%
SNOW vs DE
+238.6%
-206.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +4.9% | +0.7% | +4.2% | +4.6% |
| 30D | +1.5% | +9.6% | -8.1% | -1.7% |
| 3M | +39.5% | +19.0% | +20.6% | +30.6% |
| 6M | +85.9% | +16.1% | +69.8% | +74.0% |
| YTD | +52.9% | +47.0% | +5.9% | +29.2% |
| 1Y | +48.1% | +43.1% | +5.0% | +26.1% |
| 3Y | +102.2% | +77.5% | +24.7% | +57.4% |
| 5Y | +5.5% | +96.4% | -90.9% | -21.7% |
| All | +32.1% | +238.6% | -206.5% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling