+14.6%
SNOW vs BAH
+15.5%
-0.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +5.5% | +1.7% | +3.8% | +5.1% |
| 30D | -13.2% | +20.8% | -33.9% | -16.7% |
| 3M | -13.7% | +11.6% | -25.3% | -16.0% |
| 6M | +91.0% | +23.1% | +67.9% | +82.2% |
| YTD | +32.7% | +5.3% | +27.4% | +29.9% |
| 1Y | +13.3% | +6.1% | +7.1% | +10.4% |
| 3Y | +83.4% | -27.5% | +110.9% | +87.4% |
| 5Y | -24.7% | +6.2% | -30.9% | -30.1% |
| All | +14.6% | +15.5% | -0.9% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling