+29.6%
SNOW vs AGG
-2.9%
+32.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.4% | -1.1% | -1.4% | -0.8% |
| 30D | -1.0% | -1.1% | +0.2% | +0.8% |
| 3M | +36.9% | -1.9% | +38.8% | +41.1% |
| 6M | +83.4% | -1.7% | +85.1% | +88.5% |
| YTD | +50.0% | -1.3% | +51.3% | +53.0% |
| 1Y | +46.5% | -0.7% | +47.3% | +48.2% |
| 3Y | +93.3% | +12.5% | +80.9% | +52.1% |
| 5Y | +3.3% | -2.5% | +5.8% | +9.6% |
| All | +29.6% | -2.9% | +32.5% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling