+30.5%
SNOW vs ALL
+207.4%
-176.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +8.4% | -2.2% | +10.6% | +8.9% |
| 30D | -1.0% | -5.6% | +4.6% | 0.0% |
| 3M | +38.3% | +17.2% | +21.1% | +34.0% |
| 6M | +81.3% | +23.2% | +58.0% | +73.8% |
| YTD | +51.1% | +23.6% | +27.5% | +44.3% |
| 1Y | +47.0% | +29.2% | +17.8% | +38.6% |
| 3Y | +99.7% | +153.8% | -54.1% | +64.5% |
| 5Y | +3.6% | +116.1% | -112.5% | -14.2% |
| All | +30.5% | +207.4% | -176.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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