+17.6%
SNOW vs AA
+206.6%
-189.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +10.8% | +5.3% | +5.5% | +9.4% |
| 30D | -16.5% | -2.3% | -14.3% | -16.1% |
| 3M | -10.1% | -20.8% | +10.7% | -5.2% |
| 6M | +96.5% | -39.8% | +136.4% | +119.4% |
| YTD | +36.2% | -23.3% | +59.5% | +41.0% |
| 1Y | +10.7% | +1.8% | +8.9% | +6.5% |
| 3Y | +86.2% | +69.5% | +16.7% | +50.1% |
| 5Y | -22.7% | -18.0% | -4.7% | -27.3% |
| All | +17.6% | +206.6% | -189.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling