+68.6%
SNOW vs AS
+120.4%
-51.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.6% | -9.0% | -6.6% |
| 7D | +2.8% | -4.9% | +7.7% | +4.5% |
| 30D | +6.4% | -19.6% | +26.0% | +14.2% |
| 3M | +38.1% | -14.4% | +52.5% | +44.4% |
| 6M | +100.4% | -20.1% | +120.5% | +112.0% |
| YTD | +53.7% | -20.9% | +74.6% | +63.3% |
| 1Y | +52.0% | -21.9% | +73.8% | +61.3% |
| All | +68.6% | +120.4% | -51.7% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling