+30.5%
SNOW vs ALM
+1,354.8%
-1,324.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.0% |
| 7D | +8.4% | +3.6% | +4.8% | +8.1% |
| 30D | -1.0% | +33.8% | -34.8% | -2.8% |
| 3M | +38.3% | +14.8% | +23.5% | +36.4% |
| 6M | +81.3% | -7.0% | +88.2% | +79.4% |
| YTD | +51.1% | +108.1% | -56.9% | +41.7% |
| 1Y | +47.0% | +313.8% | -266.8% | +30.9% |
| 3Y | +99.7% | +2,227.6% | -2,127.9% | +52.9% |
| 5Y | +3.6% | +956.6% | -953.0% | -18.1% |
| All | +30.5% | +1,354.8% | -1,324.2% | +1.3% |
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