+187.1%
NOK vs SNOW
+36.9%
+150.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.2% |
| 7D | +7.3% | +4.9% | +2.3% | +6.5% |
| 30D | +13.8% | +1.5% | +12.3% | +13.3% |
| 3M | -27.0% | +39.5% | -66.5% | -29.8% |
| 6M | +37.6% | +85.9% | -48.3% | +26.5% |
| YTD | +64.6% | +52.9% | +11.7% | +54.7% |
| 1Y | +132.0% | +48.1% | +83.9% | +118.6% |
| 3Y | +183.7% | +102.2% | +81.5% | +149.1% |
| 5Y | +101.3% | +5.5% | +95.8% | +79.3% |
| All | +187.1% | +36.9% | +150.1% | +142.9% |
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