+145.8%
META vs SNOW
+18.8%
+127.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.5% |
| 7D | +5.2% | +5.5% | -0.3% | +3.8% |
| 30D | -13.0% | -13.2% | +0.2% | -10.2% |
| 3M | +7.9% | -13.7% | +21.7% | +10.9% |
| 6M | +4.2% | +91.0% | -86.7% | -14.5% |
| YTD | -2.5% | +32.7% | -35.2% | -13.5% |
| 1Y | +5.6% | +13.3% | -7.7% | -2.6% |
| 3Y | +96.8% | +83.4% | +13.4% | +49.7% |
| 5Y | +90.0% | -24.7% | +114.8% | +57.7% |
| All | +145.8% | +18.8% | +127.1% | +81.4% |
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 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