+8.6%
SNOW vs ACWI
+106.6%
-98.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -9.9% | -2.4% | -7.5% | -5.9% |
| 30D | -17.1% | -5.2% | -11.9% | -8.3% |
| 3M | -13.2% | -4.8% | -8.4% | -4.5% |
| 6M | +97.4% | -1.3% | +98.7% | +101.5% |
| YTD | +25.8% | +8.4% | +17.4% | +6.9% |
| 1Y | +4.2% | +11.0% | -6.8% | -15.5% |
| 3Y | +91.3% | +70.6% | +20.8% | -32.8% |
| 5Y | -24.4% | +55.3% | -79.7% | -65.6% |
| All | +8.6% | +106.6% | -98.0% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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