+3.3%
SNOW vs DGX
+66.8%
-63.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -1.0% | -1.2% | +0.2% | -0.7% |
| 3M | +36.9% | +15.8% | +21.1% | +30.8% |
| 6M | +83.4% | +18.2% | +65.2% | +74.1% |
| YTD | +50.0% | +37.2% | +12.8% | +35.4% |
| 1Y | +46.5% | +30.4% | +16.2% | +33.8% |
| 3Y | +93.3% | +96.7% | -3.4% | +42.3% |
| All | +3.3% | +66.8% | -63.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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