-22.4%
BA vs SNOW
-20.9%
-1.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.6% | +10.8% | -11.4% | -2.3% |
| 30D | -8.0% | -16.5% | +8.5% | -5.5% |
| 3M | -25.8% | -10.1% | -15.7% | -25.0% |
| 6M | -27.6% | +96.5% | -124.1% | -37.3% |
| YTD | -21.0% | +36.2% | -57.2% | -27.5% |
| 1Y | -12.3% | +10.7% | -23.0% | -16.3% |
| 3Y | -12.8% | +86.2% | -99.0% | -28.4% |
| 5Y | -22.4% | -22.7% | +0.4% | -24.7% |
| All | -22.4% | -20.9% | -1.5% | -24.7% |
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 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