+52.4%
GEV vs SNOW
+7.5%
+44.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -9.3% |
| 7D | -5.1% | -14.5% | +9.4% | -5.7% |
| 30D | -15.8% | -14.3% | -1.6% | -16.3% |
| 3M | -18.2% | -8.3% | -9.9% | -18.2% |
| 6M | -22.4% | +101.5% | -123.9% | -16.6% |
| YTD | +27.7% | +32.5% | -4.7% | +39.5% |
| 1Y | +52.4% | +9.5% | +42.9% | +67.0% |
| All | +52.4% | +7.5% | +44.9% | +67.0% |
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