+145.1%
BKNG vs SNOW
+35.3%
+109.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.6% |
| 7D | -13.1% | +8.4% | -21.5% | -14.5% |
| 30D | -18.5% | -1.0% | -17.6% | -18.7% |
| 3M | +5.8% | +38.3% | -32.6% | -0.5% |
| 6M | -2.1% | +81.3% | -83.4% | -13.6% |
| YTD | -18.6% | +51.1% | -69.8% | -26.1% |
| 1Y | -21.7% | +47.0% | -68.6% | -28.8% |
| 3Y | +40.9% | +99.7% | -58.9% | +16.4% |
| 5Y | +91.0% | +3.6% | +87.4% | +60.7% |
| All | +145.1% | +35.3% | +109.8% | +101.3% |
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 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