+3.6%
SNOW vs A
-16.2%
+19.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.1% |
| 7D | +8.4% | -4.4% | +12.8% | +11.9% |
| 30D | -1.0% | -2.7% | +1.7% | +0.7% |
| 3M | +38.3% | +7.0% | +31.3% | +29.9% |
| 6M | +81.3% | +24.6% | +56.7% | +52.9% |
| YTD | +51.1% | +7.0% | +44.1% | +41.5% |
| 1Y | +47.0% | +15.6% | +31.4% | +28.8% |
| 3Y | +99.7% | +29.9% | +69.8% | +47.3% |
| 5Y | +3.6% | -15.4% | +19.0% | +13.7% |
| All | +3.6% | -16.2% | +19.8% | +13.7% |
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