+88.2%
SNOW vs DOW
-19.8%
+108.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | +10.8% | +3.7% | +7.2% | +10.1% |
| 30D | -16.5% | +16.3% | -32.8% | -18.8% |
| 3M | -10.1% | +9.7% | -19.8% | -11.9% |
| 6M | +96.5% | -14.1% | +110.6% | +102.2% |
| YTD | +36.2% | +46.6% | -10.4% | +20.1% |
| 1Y | +10.7% | +56.8% | -46.1% | -4.5% |
| All | +88.2% | -19.8% | +108.0% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling