+32.8%
SNOW vs DOW
-19.4%
+52.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -4.6% |
| 7D | +2.8% | -2.4% | +5.2% | +3.3% |
| 30D | +6.4% | +0.4% | +6.0% | +5.9% |
| 3M | +38.1% | -14.4% | +52.5% | +43.2% |
| 6M | +100.4% | -7.0% | +107.4% | +99.5% |
| YTD | +53.7% | +30.2% | +23.5% | +36.2% |
| 1Y | +52.0% | +29.2% | +22.7% | +33.8% |
| 3Y | +114.7% | -36.7% | +151.4% | +139.5% |
| 5Y | +8.8% | -37.7% | +46.5% | +20.5% |
| All | +32.8% | -19.4% | +52.2% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling