+136.1%
META vs SNOW
+37.6%
+98.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +2.3% |
| 7D | +6.7% | +2.8% | +3.9% | +5.6% |
| 30D | +4.8% | +6.4% | -1.7% | +2.7% |
| 3M | -1.6% | +38.1% | -39.7% | -9.7% |
| 6M | -7.5% | +100.4% | -107.9% | -25.4% |
| YTD | -6.4% | +53.7% | -60.1% | -19.5% |
| 1Y | -17.3% | +52.0% | -69.3% | -29.3% |
| 3Y | +109.9% | +114.7% | -4.7% | +53.8% |
| 5Y | +65.4% | +8.8% | +56.6% | +29.1% |
| All | +136.1% | +37.6% | +98.5% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling