+95.1%
META vs SNOW
+83.9%
+11.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.5% |
| 7D | -0.8% | -9.9% | +9.1% | +0.8% |
| 30D | -15.4% | -17.1% | +1.7% | -13.1% |
| 3M | +3.5% | -13.2% | +16.8% | +5.3% |
| 6M | -0.3% | +97.4% | -97.7% | -13.8% |
| YTD | -7.3% | +25.8% | -33.1% | -12.7% |
| 1Y | -1.1% | +4.2% | -5.3% | -3.0% |
| 3Y | +95.1% | +91.3% | +3.7% | +64.2% |
| All | +95.1% | +83.9% | +11.1% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling