+187.3%
COST vs SNOW
+34.3%
+153.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | -4.7% | -1.0% | -3.7% | -4.8% |
| 3M | -7.1% | +36.9% | -44.0% | -9.8% |
| 6M | -8.5% | +83.4% | -91.9% | -14.4% |
| YTD | +5.4% | +50.0% | -44.6% | +0.3% |
| 1Y | -5.6% | +46.5% | -52.2% | -10.3% |
| 3Y | +68.5% | +93.3% | -24.8% | +51.3% |
| 5Y | +105.2% | +3.3% | +102.0% | +85.1% |
| All | +187.3% | +34.3% | +153.0% | +149.2% |
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