+91.3%
SNOW vs ALB
-16.8%
+108.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -9.9% | +9.1% | -18.9% | -11.3% |
| 30D | -17.1% | -3.4% | -13.7% | -16.7% |
| 3M | -13.2% | -20.6% | +7.4% | -10.1% |
| 6M | +97.4% | -48.2% | +145.6% | +119.3% |
| YTD | +25.8% | -29.2% | +55.0% | +29.3% |
| 1Y | +4.2% | +10.0% | -5.8% | -2.3% |
| 3Y | +91.3% | -12.9% | +104.2% | +75.2% |
| All | +91.3% | -16.8% | +108.1% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling