+200.0%
NOK vs SNOW
+34.3%
+165.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | -2.4% | +13.4% | +11.2% |
| 30D | +7.8% | -1.0% | +8.8% | +7.7% |
| 3M | -21.0% | +36.9% | -57.9% | -23.9% |
| 6M | +40.9% | +83.4% | -42.5% | +29.7% |
| YTD | +72.0% | +50.0% | +22.0% | +62.0% |
| 1Y | +140.9% | +46.5% | +94.4% | +127.2% |
| 3Y | +194.3% | +93.3% | +100.9% | +159.8% |
| 5Y | +112.5% | +3.3% | +109.2% | +89.7% |
| All | +200.0% | +34.3% | +165.7% | +154.3% |
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 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