+26.7%
BA vs SNOW
+37.6%
-10.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.7% |
| 7D | +1.2% | +2.8% | -1.6% | +0.4% |
| 30D | -11.6% | +6.4% | -18.1% | -12.8% |
| 3M | -2.4% | +38.1% | -40.5% | -7.8% |
| 6M | -6.6% | +100.4% | -107.0% | -18.6% |
| YTD | -2.2% | +53.7% | -56.0% | -11.2% |
| 1Y | -8.0% | +52.0% | -60.0% | -16.5% |
| 3Y | -5.0% | +114.7% | -119.6% | -22.3% |
| 5Y | -2.7% | +8.8% | -11.5% | -16.6% |
| All | +26.7% | +37.6% | -10.9% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling