+52.0%
SNOW vs AGG
+1.5%
+50.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | +6.4% | -0.4% | +6.8% | +6.9% |
| 3M | +38.1% | -0.7% | +38.8% | +39.0% |
| 6M | +100.4% | -1.5% | +101.9% | +102.4% |
| YTD | +53.7% | -0.3% | +54.0% | +53.1% |
| 1Y | +52.0% | +1.3% | +50.6% | +51.6% |
| All | +52.0% | +1.5% | +50.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling