+14.7%
SNOW vs ALLY
+87.8%
-73.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -21.1% | +3.4% | -24.5% | -22.5% |
| 3M | -11.9% | -11.1% | -0.9% | -6.9% |
| 6M | +91.0% | -11.5% | +102.5% | +100.8% |
| YTD | +32.7% | -12.3% | +45.1% | +39.5% |
| 1Y | +10.8% | +1.1% | +9.7% | +8.0% |
| 3Y | +86.2% | +64.8% | +21.4% | +33.4% |
| 5Y | -22.7% | -6.9% | -15.8% | -28.7% |
| All | +14.7% | +87.8% | -73.1% | +7.4% |
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