-22.7%
SNOW vs ALC
-10.7%
-12.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.4% |
| 7D | +0.2% | +2.1% | -1.9% | -1.2% |
| 30D | -21.1% | +17.2% | -38.3% | -28.6% |
| 3M | -11.9% | +4.6% | -16.5% | -15.0% |
| 6M | +91.0% | +20.1% | +70.9% | +67.6% |
| YTD | +32.7% | -4.2% | +36.9% | +33.1% |
| 1Y | +10.8% | +2.1% | +8.7% | +6.1% |
| 3Y | +86.2% | +4.5% | +81.7% | +55.5% |
| 5Y | -22.7% | -12.3% | -10.4% | -18.3% |
| All | -22.7% | -10.7% | -12.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling