+97.2%
SNOW vs ALL
+151.7%
-54.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +4.9% | -1.7% | +6.6% | +5.2% |
| 30D | +1.5% | -4.7% | +6.2% | +2.2% |
| 3M | +39.5% | +18.4% | +21.2% | +35.5% |
| 6M | +85.9% | +20.5% | +65.4% | +79.9% |
| YTD | +52.9% | +23.5% | +29.4% | +46.9% |
| 1Y | +48.1% | +29.0% | +19.1% | +40.2% |
| All | +97.2% | +151.7% | -54.6% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling