+3.6%
SNOW vs DG
-39.5%
+43.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.0% |
| 7D | +8.4% | -4.8% | +13.2% | +8.8% |
| 30D | -1.0% | +1.8% | -2.7% | -1.1% |
| 3M | +38.3% | +14.5% | +23.8% | +36.6% |
| 6M | +81.3% | -13.6% | +94.8% | +80.9% |
| YTD | +51.1% | -4.8% | +56.0% | +50.2% |
| 1Y | +47.0% | +21.6% | +25.4% | +44.5% |
| 3Y | +99.7% | +4.5% | +95.3% | +97.1% |
| 5Y | +3.6% | -38.5% | +42.1% | +16.4% |
| All | +3.6% | -39.5% | +43.1% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling