+16.5%
SNOW vs B
+54.4%
-37.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +2.7% |
| 7D | +0.2% | +7.1% | -6.9% | -1.2% |
| 30D | -19.8% | -3.3% | -16.5% | -19.4% |
| 3M | -11.6% | -2.5% | -9.1% | -11.3% |
| 6M | +94.0% | -7.2% | +101.2% | +95.3% |
| YTD | +34.8% | -7.4% | +42.2% | +34.9% |
| 1Y | +10.1% | +16.4% | -6.3% | +5.3% |
| 3Y | +84.4% | +178.7% | -94.3% | +46.7% |
| 5Y | -18.1% | +121.7% | -139.8% | -33.6% |
| All | +16.5% | +54.4% | -37.9% | +17.1% |
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