+51.3%
GEV vs SNOW
+45.5%
+5.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -2.4% | +4.1% | +1.5% |
| 30D | -7.9% | -1.0% | -7.0% | -8.0% |
| 3M | +5.6% | +36.9% | -31.2% | +7.7% |
| 6M | +13.1% | +83.4% | -70.3% | +20.2% |
| YTD | +46.7% | +50.0% | -3.2% | +60.2% |
| 1Y | +51.3% | +46.5% | +4.8% | +61.1% |
| All | +51.3% | +45.5% | +5.8% | +61.1% |
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