+30.5%
SNOW vs ACI
+39.5%
-8.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.2% |
| 7D | +8.4% | -5.0% | +13.4% | +8.5% |
| 30D | -1.0% | -2.3% | +1.3% | -0.9% |
| 3M | +38.3% | -23.2% | +61.5% | +38.6% |
| 6M | +81.3% | -29.5% | +110.8% | +81.9% |
| YTD | +51.1% | -28.6% | +79.7% | +51.4% |
| 1Y | +47.0% | -34.0% | +81.0% | +47.6% |
| 3Y | +99.7% | -45.0% | +144.7% | +101.4% |
| 5Y | +3.6% | -44.0% | +47.6% | +3.9% |
| All | +30.5% | +39.5% | -8.9% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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