+16.5%
SNOW vs ACWI
+111.0%
-94.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.6% |
| 30D | -19.8% | -3.3% | -16.5% | -14.4% |
| 3M | -11.6% | -3.4% | -8.2% | -5.3% |
| 6M | +94.0% | +0.8% | +93.2% | +91.1% |
| YTD | +34.8% | +10.7% | +24.1% | +10.4% |
| 1Y | +10.1% | +11.6% | -1.5% | -11.3% |
| 3Y | +84.4% | +73.4% | +11.0% | -37.0% |
| 5Y | -18.1% | +60.2% | -78.3% | -64.6% |
| All | +16.5% | +111.0% | -94.5% | -63.6% |
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 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