+139.4%
BAC vs SNOW
+119.2%
+20.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.4% |
| 7D | +1.1% | +2.8% | -1.7% | +0.7% |
| 30D | -0.4% | +6.4% | -6.8% | -1.1% |
| 3M | +16.9% | +38.1% | -21.2% | +13.4% |
| 6M | +26.6% | +100.4% | -73.8% | +17.2% |
| YTD | +15.8% | +53.7% | -37.9% | +10.4% |
| 1Y | +27.2% | +52.0% | -24.8% | +21.0% |
| All | +139.4% | +119.2% | +20.2% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling