+29.8%
SNOW vs DT
+27.3%
+2.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.8% |
| 7D | -7.5% | -2.5% | -5.0% | -5.6% |
| 30D | -1.3% | +3.5% | -4.9% | -4.0% |
| 3M | +37.4% | +26.7% | +10.7% | +11.8% |
| 6M | +88.1% | +36.1% | +51.9% | +44.4% |
| YTD | +50.3% | +18.6% | +31.7% | +29.3% |
| 1Y | +46.0% | +7.9% | +38.1% | +34.6% |
| 3Y | +98.7% | +8.6% | +90.1% | +78.4% |
| 5Y | +3.5% | -26.7% | +30.2% | +12.5% |
| All | +29.8% | +27.3% | +2.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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