+129.9%
BAC vs SNOW
+18.8%
+111.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | +3.2% | +5.5% | -2.2% | +2.8% |
| 30D | -0.7% | -13.2% | +12.4% | +0.4% |
| 3M | -20.0% | -13.7% | -6.2% | -19.2% |
| 6M | +3.4% | +91.0% | -87.6% | -3.5% |
| YTD | -5.7% | +32.7% | -38.4% | -9.5% |
| 1Y | -1.4% | +13.3% | -14.7% | -4.0% |
| 3Y | +97.9% | +83.4% | +14.6% | +79.9% |
| 5Y | +22.9% | -24.7% | +47.6% | +11.6% |
| All | +129.9% | +18.8% | +111.1% | +108.3% |
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