+29.8%
SNOW vs AG
+63.8%
-34.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.3% |
| 7D | -7.5% | -5.8% | -1.7% | -6.6% |
| 30D | -1.3% | +6.4% | -7.7% | -2.6% |
| 3M | +37.4% | +28.4% | +9.1% | +31.0% |
| 6M | +88.1% | -24.5% | +112.5% | +93.3% |
| YTD | +50.3% | +21.2% | +29.1% | +40.7% |
| 1Y | +46.0% | +114.1% | -68.1% | +22.9% |
| 3Y | +98.7% | +268.0% | -169.4% | +43.0% |
| 5Y | +3.5% | +67.3% | -63.8% | -18.4% |
| All | +29.8% | +63.8% | -34.0% | +1.1% |
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