+16.5%
SNOW vs AR
+1,220.4%
-1,203.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.3% | +2.9% | +6.4% |
| 7D | +0.2% | -5.8% | +6.0% | +1.3% |
| 30D | -19.8% | +4.8% | -24.6% | -20.6% |
| 3M | -11.6% | +1.5% | -13.1% | -12.2% |
| 6M | +94.0% | +4.7% | +89.3% | +91.5% |
| YTD | +34.8% | +9.2% | +25.6% | +31.5% |
| 1Y | +10.1% | +11.2% | -1.0% | +6.8% |
| 3Y | +84.4% | +46.2% | +38.1% | +68.7% |
| 5Y | -18.1% | +98.1% | -116.1% | -30.1% |
| All | +16.5% | +1,220.4% | -1,203.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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