+97.4%
SNOW vs ALLE
+39.2%
+58.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.3% |
| 7D | -9.9% | -0.6% | -9.3% | -9.8% |
| 30D | -17.1% | +25.3% | -42.5% | -15.9% |
| 3M | -13.2% | +10.3% | -23.5% | -12.3% |
| 6M | +97.4% | +38.0% | +59.4% | +108.9% |
| All | +97.4% | +39.2% | +58.2% | +108.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling