+14.7%
SNOW vs ALK
-1.0%
+15.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +3.5% |
| 7D | +0.2% | +8.9% | -8.7% | -2.4% |
| 30D | -21.1% | +5.9% | -27.0% | -22.7% |
| 3M | -11.9% | -16.5% | +4.6% | -7.8% |
| 6M | +91.0% | +2.1% | +88.9% | +85.4% |
| YTD | +32.7% | -17.1% | +49.8% | +35.1% |
| 1Y | +10.8% | -2.9% | +13.6% | +5.8% |
| 3Y | +86.2% | +24.5% | +61.7% | +48.3% |
| 5Y | -22.7% | -29.1% | +6.4% | -27.3% |
| All | +14.7% | -1.0% | +15.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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