+81.3%
SNOW vs AGG
-1.4%
+82.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.8% |
| 7D | +8.4% | -0.2% | +8.5% | +8.7% |
| 30D | -1.0% | -0.2% | -0.7% | -0.5% |
| 3M | +38.3% | -0.7% | +39.0% | +39.9% |
| 6M | +81.3% | -1.8% | +83.1% | +88.2% |
| All | +81.3% | -1.4% | +82.7% | +88.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling