+86.2%
SNOW vs ALM
+907.8%
-821.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.5% | +5.0% |
| 7D | +0.2% | +0.7% | -0.6% | +0.1% |
| 30D | -21.1% | -26.1% | +5.0% | -19.6% |
| 3M | -11.9% | -38.1% | +26.2% | -9.5% |
| 6M | +91.0% | -55.4% | +146.4% | +98.5% |
| YTD | +32.7% | -0.4% | +33.1% | +29.8% |
| 1Y | +10.8% | +25.4% | -14.6% | +6.4% |
| 3Y | +86.2% | +907.8% | -821.5% | +48.9% |
| All | +86.2% | +907.8% | -821.5% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling