-22.7%
SNOW vs BAH
+9.2%
-31.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | -21.1% | +17.3% | -38.3% | -24.3% |
| 3M | -11.9% | +14.9% | -26.8% | -15.2% |
| 6M | +91.0% | +14.2% | +76.7% | +83.6% |
| YTD | +32.7% | +5.1% | +27.6% | +29.5% |
| 1Y | +10.8% | +2.1% | +8.7% | +8.3% |
| 3Y | +86.2% | -26.0% | +112.2% | +88.9% |
| 5Y | -22.7% | +9.0% | -31.7% | -32.7% |
| All | -22.7% | +9.2% | -31.9% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling