+2.9%
BA vs SNOW
+18.8%
-15.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.5% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -9.5% | -21.1% | +11.6% | -6.3% |
| 3M | -26.5% | -11.9% | -14.6% | -25.5% |
| 6M | -27.4% | +91.0% | -118.4% | -36.1% |
| YTD | -20.6% | +32.7% | -53.3% | -26.5% |
| 1Y | -11.4% | +10.8% | -22.2% | -15.4% |
| 3Y | -10.8% | +86.2% | -97.0% | -25.5% |
| 5Y | -21.9% | -22.7% | +0.8% | -30.3% |
| All | +2.9% | +18.8% | -15.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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