+18.6%
SNOW vs DG
-25.8%
+44.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.7% | -3.0% | +6.6% | +4.0% |
| 30D | -16.4% | +8.6% | -25.0% | -17.3% |
| 3M | -9.9% | +15.0% | -24.9% | -11.4% |
| 6M | +98.8% | +32.7% | +66.1% | +92.4% |
| YTD | +37.3% | +5.5% | +31.8% | +35.0% |
| 1Y | +11.0% | +34.6% | -23.6% | +7.1% |
| 3Y | +87.8% | +24.2% | +63.6% | +77.4% |
| 5Y | -18.4% | -32.3% | +13.9% | -8.1% |
| All | +18.6% | -25.8% | +44.4% | +14.6% |
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