+11.0%
SNOW vs ALL
+30.4%
-19.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.9% |
| 7D | +3.7% | -2.6% | +6.2% | +3.1% |
| 30D | -16.4% | +12.7% | -29.1% | -14.8% |
| 3M | -9.9% | +0.4% | -10.2% | -9.2% |
| 6M | +98.8% | +23.8% | +75.0% | +108.4% |
| YTD | +37.3% | +27.8% | +9.5% | +45.2% |
| 1Y | +11.0% | +28.9% | -17.8% | +15.8% |
| All | +11.0% | +30.4% | -19.4% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling