-22.7%
SNOW vs DRI
+76.5%
-99.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.7% |
| 7D | +0.2% | +3.1% | -3.0% | -1.6% |
| 30D | -21.1% | +16.2% | -37.3% | -27.7% |
| 3M | -11.9% | +8.4% | -20.3% | -16.8% |
| 6M | +91.0% | +19.0% | +72.0% | +68.6% |
| YTD | +32.7% | +28.8% | +3.9% | +8.0% |
| 1Y | +10.8% | +33.1% | -22.4% | -12.5% |
| 3Y | +86.2% | +70.8% | +15.4% | +10.8% |
| 5Y | -22.7% | +74.2% | -97.0% | -58.1% |
| All | -22.7% | +76.5% | -99.2% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling