+32.8%
SNOW vs B
+74.1%
-41.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.0% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | +6.4% | +9.4% | -3.0% | +4.7% |
| 3M | +38.1% | +5.0% | +33.1% | +36.4% |
| 6M | +100.4% | -3.5% | +103.9% | +100.0% |
| YTD | +53.7% | +4.5% | +49.3% | +50.8% |
| 1Y | +52.0% | +67.8% | -15.8% | +35.6% |
| 3Y | +114.7% | +196.7% | -82.0% | +69.1% |
| 5Y | +8.8% | +151.9% | -143.2% | -13.8% |
| All | +32.8% | +74.1% | -41.3% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling