-26.1%
SNOW vs ALK
-31.3%
+5.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | +5.5% | -1.2% | +6.7% | +5.9% |
| 30D | -13.2% | +7.7% | -20.9% | -15.9% |
| 3M | -13.7% | -19.0% | +5.2% | -7.9% |
| 6M | +91.0% | -0.2% | +91.2% | +84.9% |
| YTD | +32.7% | -23.5% | +56.2% | +39.1% |
| 1Y | +13.3% | -9.1% | +22.4% | +8.8% |
| 3Y | +83.4% | +12.0% | +71.3% | +31.8% |
| All | -26.1% | -31.3% | +5.3% | -24.9% |
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