+30.5%
SNOW vs AGG
-2.2%
+32.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +38.3% | -0.7% | +39.0% | +39.8% |
| 6M | +81.3% | -1.8% | +83.1% | +86.6% |
| YTD | +51.1% | -0.6% | +51.7% | +52.4% |
| 1Y | +47.0% | +0.4% | +46.6% | +46.0% |
| 3Y | +99.7% | +13.2% | +86.6% | +55.8% |
| 5Y | +3.6% | -2.0% | +5.6% | +9.3% |
| All | +30.5% | -2.2% | +32.8% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling