-0.9%
BA vs SNOW
+9.3%
-10.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.8% |
| 7D | +1.2% | +2.8% | -1.6% | +0.4% |
| 30D | -11.6% | +6.4% | -18.1% | -12.9% |
| 3M | -2.4% | +38.1% | -40.5% | -8.2% |
| 6M | -6.6% | +100.4% | -107.0% | -19.5% |
| YTD | -2.2% | +53.7% | -56.0% | -11.7% |
| 1Y | -8.0% | +52.0% | -60.0% | -17.1% |
| 3Y | -5.0% | +114.7% | -119.6% | -23.9% |
| All | -0.9% | +9.3% | -10.2% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling