+8.6%
SNOW vs ALLY
+86.0%
-77.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.2% |
| 7D | -9.9% | +0.9% | -10.8% | -10.4% |
| 30D | -17.1% | +3.1% | -20.2% | -18.5% |
| 3M | -13.2% | -12.6% | -0.7% | -7.6% |
| 6M | +97.4% | -12.4% | +109.9% | +108.5% |
| YTD | +25.8% | -13.2% | +38.9% | +32.8% |
| 1Y | +4.2% | +1.8% | +2.4% | +1.2% |
| 3Y | +91.3% | +58.0% | +33.3% | +40.1% |
| 5Y | -24.4% | -8.4% | -15.9% | -29.8% |
| All | +8.6% | +86.0% | -77.4% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling