+32.8%
SNOW vs DECK
+137.4%
-104.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.1% |
| 7D | +2.8% | -2.2% | +5.0% | +3.8% |
| 30D | +6.4% | -13.6% | +20.0% | +12.9% |
| 3M | +38.1% | -21.2% | +59.3% | +51.2% |
| 6M | +100.4% | -21.1% | +121.5% | +116.2% |
| YTD | +53.7% | -17.2% | +70.9% | +59.4% |
| 1Y | +52.0% | -30.7% | +82.7% | +68.9% |
| 3Y | +114.7% | -3.4% | +118.0% | +65.1% |
| 5Y | +8.8% | +25.5% | -16.8% | -37.3% |
| All | +32.8% | +137.4% | -104.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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