+5.5%
SNOW vs AG
+65.4%
-59.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | +4.9% | +4.5% | +0.4% | +4.0% |
| 30D | +1.5% | +12.9% | -11.3% | -1.0% |
| 3M | +39.5% | +20.9% | +18.6% | +33.7% |
| 6M | +85.9% | -19.5% | +105.4% | +89.6% |
| YTD | +52.9% | +24.8% | +28.2% | +40.9% |
| 1Y | +48.1% | +120.2% | -72.1% | +20.7% |
| 3Y | +102.2% | +279.0% | -176.8% | +35.4% |
| 5Y | +5.5% | +67.9% | -62.4% | -17.4% |
| All | +5.5% | +65.4% | -59.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling