+5.5%
SNOW vs BAH
-2.8%
+8.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +4.9% | -4.3% | +9.2% | +6.1% |
| 30D | +1.5% | -4.5% | +6.0% | +2.7% |
| 3M | +39.5% | -7.6% | +47.1% | +41.6% |
| 6M | +85.9% | -10.6% | +96.5% | +90.2% |
| YTD | +52.9% | -12.6% | +65.5% | +56.7% |
| 1Y | +48.1% | -27.0% | +75.1% | +56.4% |
| 3Y | +102.2% | -31.5% | +133.7% | +109.5% |
| 5Y | +5.5% | -3.8% | +9.3% | -7.1% |
| All | +5.5% | -2.8% | +8.3% | -7.1% |
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 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