+30.5%
SNOW vs DLTR
+32.9%
-2.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | 0.0% |
| 7D | +8.4% | -10.2% | +18.6% | +11.3% |
| 30D | -1.0% | -8.5% | +7.5% | +1.0% |
| 3M | +38.3% | +5.6% | +32.7% | +35.6% |
| 6M | +81.3% | +2.2% | +79.1% | +77.6% |
| YTD | +51.1% | -3.8% | +54.9% | +49.4% |
| 1Y | +47.0% | +22.9% | +24.0% | +36.8% |
| 3Y | +99.7% | +2.0% | +97.7% | +87.6% |
| 5Y | +3.6% | +29.8% | -26.2% | +2.3% |
| All | +30.5% | +32.9% | -2.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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