+17.6%
SNOW vs AG
+13.8%
+3.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.4% | 0.0% |
| 7D | +10.8% | -6.0% | +16.9% | +11.9% |
| 30D | -16.5% | -14.3% | -2.2% | -14.4% |
| 3M | -10.1% | -26.9% | +16.8% | -5.9% |
| 6M | +96.5% | -42.1% | +138.7% | +111.9% |
| YTD | +36.2% | -15.9% | +52.0% | +34.9% |
| 1Y | +10.7% | +11.5% | -0.8% | +4.3% |
| 3Y | +86.2% | +208.0% | -121.8% | +37.5% |
| 5Y | -22.7% | +2.4% | -25.1% | -34.6% |
| All | +17.6% | +13.8% | +3.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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