-25.6%
SNOW vs ALK
-34.8%
+9.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.1% |
| 7D | -9.9% | +9.0% | -18.9% | -12.9% |
| 30D | -17.1% | -1.6% | -15.5% | -17.0% |
| 3M | -13.2% | -23.2% | +9.9% | -5.7% |
| 6M | +97.4% | -3.9% | +101.3% | +94.1% |
| YTD | +25.8% | -22.6% | +48.4% | +31.3% |
| 1Y | +4.2% | -5.3% | +9.5% | -1.7% |
| 3Y | +91.3% | +18.6% | +72.7% | +32.8% |
| All | -25.6% | -34.8% | +9.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling