+26.5%
BAC vs SNOW
+51.4%
-24.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.5% |
| 7D | +0.6% | +2.8% | -2.2% | +0.5% |
| 30D | -0.9% | +6.4% | -7.3% | -1.0% |
| 3M | +16.3% | +38.1% | -21.8% | +15.6% |
| 6M | +26.0% | +100.4% | -74.4% | +23.4% |
| YTD | +15.2% | +53.7% | -38.5% | +14.0% |
| 1Y | +26.5% | +52.0% | -25.4% | +27.4% |
| All | +26.5% | +51.4% | -24.9% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling