-26.1%
SNOW vs ALLY
-10.0%
-16.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +5.5% | +0.4% | +5.1% | +5.2% |
| 30D | -13.2% | +5.2% | -18.4% | -15.8% |
| 3M | -13.7% | -13.3% | -0.4% | -7.0% |
| 6M | +91.0% | -6.7% | +97.6% | +96.1% |
| YTD | +32.7% | -12.8% | +45.5% | +40.6% |
| 1Y | +13.3% | +0.7% | +12.6% | +10.0% |
| 3Y | +83.4% | +65.2% | +18.2% | +21.3% |
| All | -26.1% | -10.0% | -16.1% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling