+267.7%
C vs SNOW
+37.6%
+230.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.3% |
| 7D | +3.6% | +2.8% | +0.8% | +3.2% |
| 30D | +0.1% | +6.4% | -6.4% | -0.8% |
| 3M | +2.4% | +38.1% | -35.7% | -1.4% |
| 6M | +24.9% | +100.4% | -75.5% | +13.9% |
| YTD | +19.8% | +53.7% | -33.9% | +12.4% |
| 1Y | +44.9% | +52.0% | -7.1% | +35.7% |
| 3Y | +263.0% | +114.7% | +148.3% | +218.2% |
| 5Y | +129.5% | +8.8% | +120.8% | +101.3% |
| All | +267.7% | +37.6% | +230.0% | +220.5% |
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