+6.8%
NOW vs SNOW
+9.3%
-2.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | -0.7% |
| 7D | -2.4% | +2.8% | -5.2% | -3.8% |
| 30D | +20.5% | +6.4% | +14.1% | +17.1% |
| 3M | +18.3% | +38.1% | -19.7% | +2.9% |
| 6M | +24.1% | +100.4% | -76.3% | -9.3% |
| YTD | -7.8% | +53.7% | -61.5% | -25.1% |
| 1Y | -21.4% | +52.0% | -73.3% | -36.6% |
| 3Y | +19.5% | +114.7% | -95.1% | -23.2% |
| All | +6.8% | +9.3% | -2.5% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling