+32.8%
SNOW vs ALL
+214.6%
-181.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +6.4% | -1.5% | +7.9% | +6.6% |
| 3M | +38.1% | +23.6% | +14.5% | +32.4% |
| 6M | +100.4% | +22.3% | +78.1% | +92.4% |
| YTD | +53.7% | +26.5% | +27.2% | +46.2% |
| 1Y | +52.0% | +27.0% | +24.9% | +44.1% |
| 3Y | +114.7% | +149.6% | -34.9% | +77.5% |
| 5Y | +8.8% | +118.1% | -109.3% | -10.4% |
| All | +32.8% | +214.6% | -181.8% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling