+6.1%
SNOW vs DECK
+142.8%
-136.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -6.6% |
| 7D | -18.4% | +6.0% | -24.4% | -20.5% |
| 30D | -19.8% | +7.4% | -27.2% | -22.4% |
| 3M | -14.9% | -11.7% | -3.3% | -11.0% |
| 6M | +90.2% | -11.0% | +101.2% | +95.8% |
| YTD | +22.9% | -15.4% | +38.2% | +25.7% |
| 1Y | +1.8% | +7.2% | -5.5% | -7.8% |
| 3Y | +79.7% | -11.8% | +91.5% | +48.8% |
| 5Y | -26.1% | +24.3% | -50.4% | -57.3% |
| All | +6.1% | +142.8% | -136.6% | -46.7% |
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