+14.6%
SNOW vs DT
+10.9%
+3.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | +5.5% | +3.1% | +2.3% | +2.9% |
| 30D | -13.2% | -29.5% | +16.4% | +13.4% |
| 3M | -13.7% | -11.7% | -2.0% | -6.4% |
| 6M | +91.0% | +29.0% | +62.0% | +50.9% |
| YTD | +32.7% | +3.4% | +29.3% | +25.1% |
| 1Y | +13.3% | -4.2% | +17.5% | +13.3% |
| 3Y | +83.4% | -12.8% | +96.2% | +92.8% |
| 5Y | -24.7% | -39.6% | +14.9% | -7.1% |
| All | +14.6% | +10.9% | +3.7% | +2.2% |
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