+14.6%
SNOW vs ALM
+552.4%
-537.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -3.1% |
| 7D | +5.5% | +1.2% | +4.2% | +5.3% |
| 30D | -13.2% | -19.3% | +6.2% | -12.0% |
| 3M | -13.7% | -40.6% | +26.9% | -11.2% |
| 6M | +91.0% | -57.9% | +148.9% | +99.3% |
| YTD | +32.7% | -6.7% | +39.4% | +30.4% |
| 1Y | +13.3% | +20.2% | -6.9% | +9.3% |
| 3Y | +83.4% | +879.4% | -796.1% | +48.9% |
| 5Y | -24.7% | +415.3% | -440.0% | -37.7% |
| All | +14.6% | +552.4% | -537.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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