+47.9%
SNOW vs AS
+137.8%
-89.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | +0.2% | +4.5% | -4.2% | -1.2% |
| 30D | -19.8% | +13.2% | -33.0% | -23.2% |
| 3M | -11.6% | -11.9% | +0.3% | -8.3% |
| 6M | +94.0% | -11.6% | +105.6% | +99.7% |
| YTD | +34.8% | -14.7% | +49.5% | +39.2% |
| 1Y | +10.1% | +5.7% | +4.4% | +4.4% |
| All | +47.9% | +137.8% | -89.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling