+32.8%
SNOW vs ACWI
+119.5%
-86.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.1% |
| 30D | +6.4% | +0.9% | +5.6% | +5.1% |
| 3M | +38.1% | +2.4% | +35.7% | +31.8% |
| 6M | +100.4% | +12.4% | +88.0% | +58.5% |
| YTD | +53.7% | +15.2% | +38.5% | +16.6% |
| 1Y | +52.0% | +22.7% | +29.2% | +2.2% |
| 3Y | +114.7% | +75.8% | +38.9% | -28.1% |
| 5Y | +8.8% | +67.7% | -59.0% | -56.9% |
| All | +32.8% | +119.5% | -86.7% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling