+17.6%
SNOW vs ALLY
+85.2%
-67.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +10.8% | -2.1% | +13.0% | +11.9% |
| 30D | -16.5% | +2.0% | -18.5% | -17.4% |
| 3M | -10.1% | -13.3% | +3.2% | -3.8% |
| 6M | +96.5% | -9.9% | +106.4% | +104.8% |
| YTD | +36.2% | -13.5% | +49.7% | +44.0% |
| 1Y | +10.7% | -2.8% | +13.5% | +10.0% |
| 3Y | +86.2% | +63.4% | +22.8% | +33.9% |
| 5Y | -22.7% | -10.9% | -11.8% | -27.9% |
| All | +17.6% | +85.2% | -67.6% | +10.9% |
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