+14.7%
SNOW vs AXON
+256.7%
-242.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.1% | +8.7% | +7.0% |
| 7D | +0.2% | -28.7% | +28.9% | +16.0% |
| 30D | -21.1% | -28.3% | +7.2% | -8.8% |
| 3M | -11.9% | -46.9% | +35.0% | +16.7% |
| 6M | +91.0% | -24.9% | +115.8% | +108.1% |
| YTD | +32.7% | -46.6% | +79.3% | +67.4% |
| 1Y | +10.8% | -49.7% | +60.4% | +43.2% |
| 3Y | +86.2% | +40.6% | +45.7% | +20.1% |
| 5Y | -22.7% | +71.9% | -94.6% | -63.0% |
| All | +14.7% | +256.7% | -242.0% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling