+131.8%
META vs SNOW
+10.0%
+121.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.3% | -2.2% |
| 7D | -3.1% | -18.4% | +15.3% | +1.6% |
| 30D | -18.1% | -19.8% | +1.7% | -14.0% |
| 3M | +2.9% | -14.9% | +17.8% | +6.0% |
| 6M | +0.2% | +90.2% | -90.0% | -18.0% |
| YTD | -8.1% | +22.9% | -31.0% | -16.9% |
| 1Y | -4.5% | +1.8% | -6.3% | -9.5% |
| 3Y | +94.2% | +79.7% | +14.5% | +47.7% |
| 5Y | +79.1% | -26.1% | +105.2% | +50.2% |
| All | +131.8% | +10.0% | +121.8% | +74.3% |
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