+14.7%
SNOW vs ACWI
+112.0%
-97.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +0.8% |
| 7D | +0.2% | +0.3% | -0.2% | -0.3% |
| 30D | -21.1% | -2.8% | -18.2% | -16.4% |
| 3M | -11.9% | -3.2% | -8.8% | -6.0% |
| 6M | +91.0% | +1.3% | +89.7% | +86.6% |
| YTD | +32.7% | +11.2% | +21.5% | +7.7% |
| 1Y | +10.8% | +13.8% | -3.0% | -14.0% |
| 3Y | +86.2% | +76.2% | +10.0% | -38.3% |
| 5Y | -22.7% | +59.5% | -82.2% | -66.5% |
| All | +14.7% | +112.0% | -97.3% | -64.5% |
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