+3.6%
SNOW vs DT
-28.0%
+31.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.7% |
| 7D | +8.4% | -0.5% | +8.9% | +9.3% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | +38.3% | +24.1% | +14.2% | +12.2% |
| 6M | +81.3% | +30.1% | +51.2% | +40.8% |
| YTD | +51.1% | +16.8% | +34.4% | +29.5% |
| 1Y | +47.0% | -0.1% | +47.1% | +43.1% |
| 3Y | +99.7% | +6.8% | +92.9% | +77.4% |
| 5Y | +3.6% | -28.4% | +32.0% | +8.0% |
| All | +3.6% | -28.0% | +31.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling