+88.2%
SNOW vs ACWI
+75.0%
+13.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | 0.0% |
| 7D | +10.8% | +2.7% | +8.1% | +6.6% |
| 30D | -16.5% | -2.6% | -13.9% | -12.8% |
| 3M | -10.1% | -3.2% | -6.9% | -5.1% |
| 6M | +96.5% | +1.9% | +94.7% | +92.0% |
| YTD | +36.2% | +11.3% | +24.8% | +15.2% |
| 1Y | +10.7% | +11.7% | -1.0% | -6.8% |
| All | +88.2% | +75.0% | +13.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling