+133.8%
META vs SNOW
+12.6%
+121.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.3% |
| 7D | -0.8% | -9.9% | +9.1% | +1.7% |
| 30D | -15.4% | -17.1% | +1.7% | -11.8% |
| 3M | +3.5% | -13.2% | +16.8% | +6.2% |
| 6M | -0.3% | +97.4% | -97.7% | -19.2% |
| YTD | -7.3% | +25.8% | -33.1% | -16.7% |
| 1Y | -1.1% | +4.2% | -5.3% | -6.8% |
| 3Y | +95.1% | +91.3% | +3.7% | +45.9% |
| 5Y | +80.6% | -24.4% | +104.9% | +50.6% |
| All | +133.8% | +12.6% | +121.2% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling