+34.8%
SNOW vs AS
+133.7%
-98.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.3% | -5.0% | -6.5% |
| 7D | -18.4% | +7.1% | -25.5% | -20.3% |
| 30D | -19.8% | +12.8% | -32.6% | -23.1% |
| 3M | -14.9% | -14.7% | -0.2% | -10.8% |
| 6M | +90.2% | -9.9% | +100.2% | +93.9% |
| YTD | +22.9% | -16.1% | +39.0% | +27.6% |
| 1Y | +1.8% | +0.2% | +1.6% | -1.6% |
| All | +34.8% | +133.7% | -98.9% | -8.1% |
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 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