+17.6%
SNOW vs B
+47.2%
-29.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | +10.8% | -6.2% | +17.0% | +12.1% |
| 30D | -16.5% | -6.6% | -9.9% | -15.6% |
| 3M | -10.1% | -7.9% | -2.2% | -8.9% |
| 6M | +96.5% | -16.8% | +113.3% | +101.9% |
| YTD | +36.2% | -11.7% | +47.8% | +37.5% |
| 1Y | +10.7% | +3.5% | +7.2% | +8.2% |
| 3Y | +86.2% | +165.7% | -79.5% | +49.5% |
| 5Y | -22.7% | +108.4% | -131.1% | -36.6% |
| All | +17.6% | +47.2% | -29.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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