+32.1%
SNOW vs DTE
+65.7%
-33.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +4.9% | +0.9% | +4.0% | +5.0% |
| 30D | +1.5% | -1.9% | +3.4% | +1.4% |
| 3M | +39.5% | -3.3% | +42.9% | +39.3% |
| 6M | +85.9% | -7.1% | +93.0% | +85.6% |
| YTD | +52.9% | +8.1% | +44.8% | +52.1% |
| 1Y | +48.1% | +5.3% | +42.8% | +47.3% |
| 3Y | +102.2% | +48.2% | +54.0% | +99.9% |
| 5Y | +5.5% | +33.2% | -27.8% | +5.1% |
| All | +32.1% | +65.7% | -33.6% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling