+16.3%
SNOW vs ALM
+10.4%
+5.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.3% |
| 7D | +10.8% | -4.0% | +14.8% | +11.1% |
| 30D | -16.5% | -30.5% | +14.0% | -14.3% |
| 3M | -10.1% | -46.9% | +36.8% | -6.4% |
| 6M | +96.5% | -65.5% | +162.0% | +108.4% |
| YTD | +36.2% | -13.4% | +49.6% | +31.5% |
| All | +16.3% | +10.4% | +5.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling