+232.9%
C vs SNOW
+18.8%
+214.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.2% |
| 7D | +4.2% | +5.5% | -1.3% | +3.6% |
| 30D | +2.0% | -13.2% | +15.1% | +3.4% |
| 3M | -10.1% | -13.7% | +3.6% | -9.0% |
| 6M | +1.0% | +91.0% | -90.0% | -7.3% |
| YTD | +8.5% | +32.7% | -24.2% | +3.2% |
| 1Y | +25.7% | +13.3% | +12.5% | +21.7% |
| 3Y | +216.0% | +83.4% | +132.6% | +181.6% |
| 5Y | +112.3% | -24.7% | +137.0% | +90.0% |
| All | +232.9% | +18.8% | +214.1% | +194.2% |
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 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