+18.6%
SNOW vs ACI
+55.0%
-36.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +3.7% | -5.3% | +9.0% | +3.7% |
| 30D | -16.4% | +5.0% | -21.4% | -16.4% |
| 3M | -9.9% | +7.5% | -17.4% | -9.9% |
| 6M | +98.8% | -16.0% | +114.8% | +98.9% |
| YTD | +37.3% | -20.6% | +58.0% | +37.4% |
| 1Y | +11.0% | -23.5% | +34.6% | +11.3% |
| 3Y | +87.8% | -32.1% | +119.9% | +88.5% |
| 5Y | -18.4% | -42.5% | +24.1% | -18.5% |
| All | +18.6% | +55.0% | -36.4% | +30.6% |
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