-25.6%
SNOW vs B
+134.6%
-160.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -9.9% | +9.6% | -19.5% | -11.4% |
| 30D | -17.1% | +3.5% | -20.6% | -17.6% |
| 3M | -13.2% | -1.6% | -11.7% | -13.1% |
| 6M | +97.4% | -1.7% | +99.1% | +96.8% |
| YTD | +25.8% | -5.3% | +31.1% | +25.5% |
| 1Y | +4.2% | +27.2% | -23.0% | -1.6% |
| 3Y | +91.3% | +166.1% | -74.8% | +56.0% |
| All | -25.6% | +134.6% | -160.2% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling