+1,254.3%
BE vs SNOW
+21.9%
+1,232.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +20.5% | +10.8% | +9.7% | +16.2% |
| 30D | -23.4% | -16.5% | -6.8% | -17.4% |
| 3M | -14.9% | -10.1% | -4.8% | -11.3% |
| 6M | -28.1% | +96.5% | -124.6% | -47.6% |
| YTD | +132.4% | +36.2% | +96.2% | +90.3% |
| 1Y | +59.4% | +10.7% | +48.6% | +42.9% |
| 3Y | +1,815.8% | +86.2% | +1,729.6% | +1,150.6% |
| 5Y | +491.3% | -22.7% | +514.0% | +427.8% |
| All | +1,254.3% | +21.9% | +1,232.4% | +826.0% |
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