+17.6%
SNOW vs ALK
-7.3%
+24.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +0.6% |
| 7D | +10.8% | +0.9% | +9.9% | +10.5% |
| 30D | -16.5% | +3.3% | -19.8% | -17.6% |
| 3M | -10.1% | -17.6% | +7.5% | -5.6% |
| 6M | +96.5% | +0.8% | +95.7% | +91.2% |
| YTD | +36.2% | -22.4% | +58.5% | +41.2% |
| 1Y | +10.7% | -10.1% | +20.8% | +8.3% |
| 3Y | +86.2% | +14.0% | +72.2% | +52.6% |
| 5Y | -22.7% | -29.8% | +7.1% | -26.1% |
| All | +17.6% | -7.3% | +24.9% | +26.0% |
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