+16.5%
SNOW vs ALM
+546.0%
-529.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +2.1% |
| 7D | +0.2% | -6.3% | +6.6% | +0.7% |
| 30D | -19.8% | -31.4% | +11.6% | -17.9% |
| 3M | -11.6% | -40.6% | +28.9% | -9.0% |
| 6M | +94.0% | -58.6% | +152.6% | +102.6% |
| YTD | +34.8% | -7.6% | +42.4% | +32.7% |
| 1Y | +10.1% | +13.8% | -3.7% | +6.7% |
| 3Y | +84.4% | +842.1% | -757.7% | +50.1% |
| 5Y | -18.1% | +407.4% | -425.5% | -32.2% |
| All | +16.5% | +546.0% | -529.6% | -5.2% |
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