+30.5%
SNOW vs APA
+336.0%
-305.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.7% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | -1.0% | +9.3% | -10.3% | -2.5% |
| 3M | +38.3% | +23.3% | +15.0% | +32.9% |
| 6M | +81.3% | +39.5% | +41.8% | +69.0% |
| YTD | +51.1% | +87.6% | -36.5% | +32.9% |
| 1Y | +47.0% | +114.2% | -67.3% | +25.0% |
| 3Y | +99.7% | +13.6% | +86.2% | +84.7% |
| 5Y | +3.6% | +175.6% | -172.0% | -17.4% |
| All | +30.5% | +336.0% | -305.4% | +5.8% |
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