+96.5%
SNOW vs A
+55.1%
+41.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +1.4% |
| 7D | +10.8% | +0.7% | +10.1% | +10.0% |
| 30D | -16.5% | +0.8% | -17.3% | -16.9% |
| 3M | -10.1% | +16.9% | -27.0% | -25.2% |
| 6M | +96.5% | +53.8% | +42.8% | +5.3% |
| All | +96.5% | +55.1% | +41.4% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling