+38.0%
SNOW vs AS
+134.9%
-96.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -9.9% | +6.9% | -16.8% | -11.9% |
| 30D | -17.1% | +16.0% | -33.1% | -21.3% |
| 3M | -13.2% | -12.8% | -0.4% | -9.7% |
| 6M | +97.4% | -15.4% | +112.8% | +106.3% |
| YTD | +25.8% | -15.7% | +41.5% | +30.4% |
| 1Y | +4.2% | +6.1% | -1.9% | -1.4% |
| All | +38.0% | +134.9% | -96.9% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling