+606.9%
GEV vs SNOW
+106.6%
+500.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -1.9% | -7.5% | +5.6% | -0.9% |
| 30D | -8.7% | -1.3% | -7.4% | -8.7% |
| 3M | +6.6% | +37.4% | -30.8% | +1.7% |
| 6M | +10.2% | +88.1% | -77.9% | -1.6% |
| YTD | +41.6% | +50.3% | -8.7% | +33.4% |
| 1Y | +43.9% | +46.0% | -2.1% | +35.6% |
| All | +606.9% | +106.6% | +500.3% | +507.6% |
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