+29.6%
SNOW vs DTE
+60.1%
-30.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.3% |
| 7D | -2.4% | -2.6% | +0.1% | -2.6% |
| 30D | -1.0% | -4.4% | +3.4% | -1.2% |
| 3M | +36.9% | -8.3% | +45.2% | +36.3% |
| 6M | +83.4% | -8.1% | +91.4% | +82.6% |
| YTD | +50.0% | +4.4% | +45.6% | +48.8% |
| 1Y | +46.5% | +0.2% | +46.4% | +45.6% |
| 3Y | +93.3% | +42.6% | +50.7% | +90.8% |
| 5Y | +3.3% | +31.5% | -28.2% | +3.8% |
| All | +29.6% | +60.1% | -30.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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