+30.5%
SNOW vs ALLE
+61.3%
-30.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.3% |
| 7D | +8.4% | -2.2% | +10.5% | +9.6% |
| 30D | -1.0% | -8.3% | +7.4% | +3.6% |
| 3M | +38.3% | +16.3% | +22.1% | +26.0% |
| 6M | +81.3% | +1.8% | +79.5% | +76.8% |
| YTD | +51.1% | -3.9% | +55.1% | +51.1% |
| 1Y | +47.0% | -10.0% | +57.0% | +52.6% |
| 3Y | +99.7% | +45.8% | +53.9% | +46.7% |
| 5Y | +3.6% | +13.3% | -9.7% | -22.8% |
| All | +30.5% | +61.3% | -30.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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