+29.8%
SNOW vs BAH
+0.7%
+29.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.4% | -1.5% |
| 7D | -7.5% | +2.4% | -9.9% | -8.0% |
| 30D | -1.3% | -2.9% | +1.6% | -0.7% |
| 3M | +37.4% | -1.3% | +38.8% | +37.3% |
| 6M | +88.1% | -0.9% | +89.0% | +88.0% |
| YTD | +50.3% | -8.2% | +58.5% | +51.9% |
| 1Y | +46.0% | -24.0% | +70.0% | +51.3% |
| 3Y | +98.7% | -28.1% | +126.8% | +105.4% |
| 5Y | +3.5% | +2.5% | +1.0% | -0.1% |
| All | +29.8% | +0.7% | +29.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling