+8.4%
SNOW vs AS
+8.1%
+0.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +5.1% |
| 7D | +0.2% | +5.8% | -5.7% | -0.6% |
| 30D | -21.1% | +15.4% | -36.4% | -22.7% |
| 3M | -11.9% | -11.9% | 0.0% | -10.2% |
| 6M | +91.0% | -9.9% | +100.9% | +93.5% |
| YTD | +32.7% | -13.1% | +45.8% | +36.3% |
| All | +8.4% | +8.1% | +0.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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