+29.6%
SNOW vs BAX
-67.2%
+96.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -2.4% | -7.9% | +5.4% | -1.2% |
| 30D | -1.0% | -11.7% | +10.7% | +0.9% |
| 3M | +36.9% | +16.2% | +20.7% | +33.6% |
| 6M | +83.4% | +32.0% | +51.4% | +75.0% |
| YTD | +50.0% | +24.7% | +25.3% | +43.6% |
| 1Y | +46.5% | -2.6% | +49.2% | +45.6% |
| 3Y | +93.3% | -35.0% | +128.3% | +103.3% |
| 5Y | +3.3% | -67.6% | +70.8% | +26.5% |
| All | +29.6% | -67.2% | +96.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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