+57.7%
GEV vs SNOW
+51.4%
+6.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | -0.2% |
| 7D | +3.3% | +2.8% | +0.5% | +3.4% |
| 30D | -7.5% | +6.4% | -13.9% | -7.2% |
| 3M | -2.2% | +38.1% | -40.3% | -0.2% |
| 6M | +12.1% | +100.4% | -88.3% | +18.2% |
| YTD | +44.4% | +53.7% | -9.3% | +57.8% |
| 1Y | +57.7% | +52.0% | +5.7% | +69.4% |
| All | +57.7% | +51.4% | +6.3% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling