+32.1%
SNOW vs B
+71.6%
-39.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.6% |
| 30D | +1.5% | +1.4% | +0.2% | +1.2% |
| 3M | +39.5% | +12.2% | +27.3% | +36.3% |
| 6M | +85.9% | -2.1% | +88.0% | +85.0% |
| YTD | +52.9% | +2.9% | +50.0% | +50.4% |
| 1Y | +48.1% | +55.3% | -7.2% | +34.1% |
| 3Y | +102.2% | +198.7% | -96.5% | +59.0% |
| 5Y | +5.5% | +153.8% | -148.3% | -16.7% |
| All | +32.1% | +71.6% | -39.5% | +30.6% |
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