+9.5%
SNOW vs DOW
+50.2%
-40.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.6% |
| 7D | -14.5% | -4.2% | -10.3% | -14.6% |
| 30D | -14.3% | +14.7% | -29.0% | -13.8% |
| 3M | -8.3% | +9.1% | -17.3% | -7.9% |
| 6M | +101.5% | -17.7% | +119.2% | +102.9% |
| YTD | +32.5% | +44.6% | -12.1% | +30.9% |
| 1Y | +9.5% | +51.9% | -42.4% | +9.8% |
| All | +9.5% | +50.2% | -40.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling