+86.2%
SNOW vs DRI
+70.6%
+15.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.3% |
| 7D | +0.2% | +3.1% | -3.0% | -0.4% |
| 30D | -21.1% | +16.2% | -37.3% | -23.4% |
| 3M | -11.9% | +8.4% | -20.3% | -13.5% |
| 6M | +91.0% | +19.0% | +72.0% | +82.4% |
| YTD | +32.7% | +28.8% | +3.9% | +21.3% |
| 1Y | +10.8% | +33.1% | -22.4% | -0.3% |
| 3Y | +86.2% | +70.8% | +15.4% | +53.2% |
| All | +86.2% | +70.6% | +15.6% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling