+228.2%
C vs SNOW
+20.7%
+207.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -5.2% | -19.8% | +14.7% | -3.0% |
| 3M | -9.1% | -11.6% | +2.6% | -8.2% |
| 6M | -1.6% | +94.0% | -95.6% | -9.8% |
| YTD | +6.9% | +34.8% | -27.9% | +1.6% |
| 1Y | +23.0% | +10.1% | +12.8% | +19.4% |
| 3Y | +216.1% | +84.4% | +131.8% | +181.6% |
| 5Y | +112.2% | -18.1% | +130.3% | +89.3% |
| All | +228.2% | +20.7% | +207.5% | +189.6% |
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 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