-19.9%
SNOW vs A
+15.0%
-34.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.5% |
| 7D | +0.2% | +1.4% | -1.1% | -0.6% |
| 30D | -19.8% | +4.3% | -24.1% | -22.1% |
| 3M | -11.6% | +19.8% | -31.4% | -23.3% |
| 6M | +94.0% | +54.4% | +39.6% | +39.7% |
| YTD | +34.8% | +31.7% | +3.1% | +7.7% |
| 1Y | +10.1% | +22.4% | -12.3% | -7.5% |
| 3Y | +84.4% | +67.7% | +16.7% | +10.7% |
| All | -19.9% | +15.0% | -34.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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