+102.2%
SNOW vs DG
+10.3%
+91.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.4% |
| 7D | +4.9% | -2.5% | +7.4% | +4.9% |
| 30D | +1.5% | +1.0% | +0.5% | +1.5% |
| 3M | +39.5% | +20.3% | +19.2% | +39.3% |
| 6M | +85.9% | -11.7% | +97.6% | +81.7% |
| YTD | +52.9% | -2.3% | +55.3% | +50.8% |
| 1Y | +48.1% | +20.0% | +28.1% | +49.1% |
| 3Y | +102.2% | +7.2% | +94.9% | +124.5% |
| All | +102.2% | +10.3% | +91.8% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling