-1.4%
BAC vs SNOW
+11.0%
-12.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.1% |
| 7D | +3.2% | +5.5% | -2.2% | +3.1% |
| 30D | -0.7% | -13.2% | +12.4% | -0.4% |
| 3M | -20.0% | -13.7% | -6.2% | -19.7% |
| 6M | +3.4% | +91.0% | -87.6% | +1.9% |
| YTD | -5.7% | +32.7% | -38.4% | -6.7% |
| 1Y | -1.4% | +13.3% | -14.7% | -1.3% |
| All | -1.4% | +11.0% | -12.4% | -1.3% |
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 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