+1,596.0%
BE vs SNOW
+37.6%
+1,558.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.4% | +12.8% | +9.3% |
| 7D | +20.0% | +2.8% | +17.2% | +18.1% |
| 30D | +7.9% | +6.4% | +1.5% | +4.6% |
| 3M | -13.2% | +38.1% | -51.3% | -24.2% |
| 6M | +53.5% | +100.4% | -46.9% | +7.4% |
| YTD | +191.0% | +53.7% | +137.3% | +126.1% |
| 1Y | +360.5% | +52.0% | +308.6% | +259.4% |
| 3Y | +1,568.0% | +114.7% | +1,453.4% | +914.9% |
| 5Y | +1,055.2% | +8.8% | +1,046.4% | +763.7% |
| All | +1,596.0% | +37.6% | +1,558.4% | +1,000.2% |
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