+32.1%
SNOW vs ALLY
+104.2%
-72.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.1% |
| 7D | +4.9% | +1.0% | +3.9% | +4.4% |
| 30D | +1.5% | -3.3% | +4.8% | +3.2% |
| 3M | +39.5% | +0.5% | +39.1% | +38.7% |
| 6M | +85.9% | +12.6% | +73.3% | +73.2% |
| YTD | +52.9% | -4.7% | +57.6% | +54.7% |
| 1Y | +48.1% | +5.2% | +42.9% | +41.2% |
| 3Y | +102.2% | +66.5% | +35.7% | +44.4% |
| 5Y | +5.5% | +0.2% | +5.2% | -6.5% |
| All | +32.1% | +104.2% | -72.1% | +19.0% |
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