+18.6%
SNOW vs APA
+356.7%
-338.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.7% | +1.3% |
| 7D | +3.7% | +5.1% | -1.4% | +2.8% |
| 30D | -16.4% | +0.3% | -16.7% | -16.5% |
| 3M | -9.9% | +15.6% | -25.5% | -12.3% |
| 6M | +98.8% | +28.9% | +69.9% | +89.1% |
| YTD | +37.3% | +96.6% | -59.2% | +19.5% |
| 1Y | +11.0% | +95.5% | -84.5% | -3.4% |
| 3Y | +87.8% | +41.8% | +46.0% | +66.5% |
| 5Y | -18.4% | +85.4% | -103.8% | -32.0% |
| All | +18.6% | +356.7% | -338.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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