-26.1%
SNOW vs B
+107.0%
-133.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | +5.5% | -7.3% | +12.8% | +6.9% |
| 30D | -13.2% | -3.3% | -9.8% | -12.8% |
| 3M | -13.7% | -7.8% | -6.0% | -12.6% |
| 6M | +91.0% | -15.5% | +106.5% | +95.6% |
| YTD | +32.7% | -12.3% | +44.9% | +34.1% |
| 1Y | +13.3% | +5.4% | +7.9% | +10.5% |
| 3Y | +83.4% | +165.5% | -82.2% | +48.8% |
| All | -26.1% | +107.0% | -133.1% | -29.6% |
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 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