+32.8%
SNOW vs DG
-28.4%
+61.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.6% |
| 7D | +2.8% | +8.4% | -5.6% | +1.9% |
| 30D | +6.4% | +4.9% | +1.5% | +5.8% |
| 3M | +38.1% | +29.3% | +8.7% | +34.0% |
| 6M | +100.4% | -11.3% | +111.7% | +99.9% |
| YTD | +53.7% | +1.8% | +52.0% | +52.0% |
| 1Y | +52.0% | +25.3% | +26.6% | +47.7% |
| 3Y | +114.7% | +9.1% | +105.6% | +109.4% |
| 5Y | +8.8% | -34.9% | +43.6% | +23.2% |
| All | +32.8% | -28.4% | +61.2% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling