+29.8%
SNOW vs DOW
-18.8%
+48.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -7.5% | -2.4% | -5.1% | -6.9% |
| 30D | -1.3% | -4.1% | +2.8% | -0.5% |
| 3M | +37.4% | -12.4% | +49.9% | +41.7% |
| 6M | +88.1% | -10.6% | +98.7% | +89.6% |
| YTD | +50.3% | +31.1% | +19.2% | +32.9% |
| 1Y | +46.0% | +30.5% | +15.5% | +28.2% |
| 3Y | +98.7% | -34.4% | +133.1% | +119.0% |
| 5Y | +3.5% | -35.5% | +39.0% | +14.3% |
| All | +29.8% | -18.8% | +48.7% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling