+8.6%
SNOW vs ALK
-7.6%
+16.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | -9.9% | +9.0% | -18.9% | -12.4% |
| 30D | -17.1% | -1.6% | -15.5% | -17.0% |
| 3M | -13.2% | -23.2% | +9.9% | -7.0% |
| 6M | +97.4% | -3.9% | +101.3% | +95.0% |
| YTD | +25.8% | -22.6% | +48.4% | +30.6% |
| 1Y | +4.2% | -5.3% | +9.5% | -0.1% |
| 3Y | +91.3% | +18.6% | +72.7% | +54.1% |
| 5Y | -24.4% | -34.4% | +10.0% | -27.4% |
| All | +8.6% | -7.6% | +16.2% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling