+128.4%
BAC vs SNOW
+20.7%
+107.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +2.1% | +0.2% | +1.8% | +2.0% |
| 30D | -6.7% | -19.8% | +13.1% | -5.0% |
| 3M | -20.2% | -11.6% | -8.6% | -19.6% |
| 6M | -0.2% | +94.0% | -94.2% | -7.0% |
| YTD | -6.4% | +34.8% | -41.2% | -10.2% |
| 1Y | -3.1% | +10.1% | -13.3% | -5.3% |
| 3Y | +96.7% | +84.4% | +12.3% | +78.7% |
| 5Y | +21.3% | -18.1% | +39.4% | +9.9% |
| All | +128.4% | +20.7% | +107.7% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling