+30.5%
SNOW vs DGX
+131.7%
-101.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +8.4% | -2.2% | +10.6% | +9.0% |
| 30D | -1.0% | -0.9% | 0.0% | -0.7% |
| 3M | +38.3% | +15.6% | +22.7% | +32.4% |
| 6M | +81.3% | +17.8% | +63.5% | +72.6% |
| YTD | +51.1% | +37.5% | +13.7% | +37.0% |
| 1Y | +47.0% | +31.2% | +15.8% | +34.5% |
| 3Y | +99.7% | +96.6% | +3.2% | +51.9% |
| 5Y | +3.6% | +64.9% | -61.3% | -17.7% |
| All | +30.5% | +131.7% | -101.2% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling