+14.7%
SNOW vs B
+64.5%
-49.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +4.7% |
| 7D | +0.2% | +11.3% | -11.2% | -1.9% |
| 30D | -21.1% | +2.9% | -24.0% | -21.6% |
| 3M | -11.9% | -2.9% | -9.1% | -11.6% |
| 6M | +91.0% | -1.2% | +92.2% | +90.1% |
| YTD | +32.7% | -1.3% | +34.1% | +31.4% |
| 1Y | +10.8% | +30.4% | -19.7% | +3.8% |
| 3Y | +86.2% | +195.3% | -109.1% | +46.7% |
| 5Y | -22.7% | +146.2% | -168.9% | -38.6% |
| All | +14.7% | +64.5% | -49.8% | +14.0% |
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