+182.4%
BAC vs SNOW
+35.3%
+147.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +0.6% | +8.4% | -7.8% | -0.2% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | +15.7% | +38.3% | -22.6% | +12.2% |
| 6M | +32.2% | +81.3% | -49.1% | +23.8% |
| YTD | +15.8% | +51.1% | -35.3% | +10.1% |
| 1Y | +27.3% | +47.0% | -19.7% | +21.1% |
| 3Y | +137.5% | +99.7% | +37.7% | +114.2% |
| 5Y | +73.1% | +3.6% | +69.5% | +55.3% |
| All | +182.4% | +35.3% | +147.1% | +153.4% |
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 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