+104.7%
COST vs SNOW
+2.5%
+102.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -2.5% | -7.5% | +5.0% | -1.8% |
| 30D | -4.4% | -1.3% | -3.1% | -4.5% |
| 3M | -8.1% | +37.4% | -45.5% | -11.0% |
| 6M | -9.2% | +88.1% | -97.3% | -15.7% |
| YTD | +5.1% | +50.3% | -45.2% | -0.3% |
| 1Y | -5.1% | +46.0% | -51.1% | -10.0% |
| 3Y | +70.4% | +98.7% | -28.3% | +50.9% |
| 5Y | +104.7% | +3.5% | +101.2% | +81.7% |
| All | +104.7% | +2.5% | +102.2% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling