+111.6%
SNOW vs ALLY
+63.1%
+48.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | +3.7% | -0.9% | +1.5% |
| 30D | +6.4% | -2.3% | +8.7% | +7.4% |
| 3M | +38.1% | +3.8% | +34.3% | +35.8% |
| 6M | +100.4% | +9.7% | +90.7% | +91.3% |
| YTD | +53.7% | -1.4% | +55.1% | +53.4% |
| 1Y | +52.0% | +8.2% | +43.7% | +45.1% |
| All | +111.6% | +63.1% | +48.5% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling