+30.5%
SNOW vs DRI
+169.6%
-139.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +8.4% | -4.8% | +13.2% | +10.7% |
| 30D | -1.0% | -3.9% | +3.0% | +0.4% |
| 3M | +38.3% | +5.1% | +33.2% | +34.0% |
| 6M | +81.3% | +5.5% | +75.8% | +73.7% |
| YTD | +51.1% | +16.5% | +34.6% | +36.2% |
| 1Y | +47.0% | +2.0% | +45.0% | +41.0% |
| 3Y | +99.7% | +54.5% | +45.2% | +48.9% |
| 5Y | +3.6% | +66.6% | -63.0% | -28.8% |
| All | +30.5% | +169.6% | -139.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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