+14.6%
SNOW vs ALLY
+86.7%
-72.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +5.5% | +0.4% | +5.1% | +5.3% |
| 30D | -13.2% | +5.2% | -18.4% | -15.5% |
| 3M | -13.7% | -13.3% | -0.4% | -7.8% |
| 6M | +91.0% | -6.7% | +97.6% | +95.6% |
| YTD | +32.7% | -12.8% | +45.5% | +39.8% |
| 1Y | +13.3% | +0.7% | +12.6% | +10.6% |
| 3Y | +83.4% | +65.2% | +18.2% | +31.1% |
| 5Y | -24.7% | -10.1% | -14.6% | -30.0% |
| All | +14.6% | +86.7% | -72.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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