+46.8%
SNOW vs BAX
+0.1%
+46.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +8.4% | -5.1% | +13.5% | +8.9% |
| 30D | -1.0% | -12.2% | +11.2% | +0.2% |
| 3M | +38.3% | +21.8% | +16.5% | +37.2% |
| 6M | +81.3% | +36.3% | +45.0% | +78.0% |
| YTD | +51.1% | +27.8% | +23.3% | +49.4% |
| All | +46.8% | +0.1% | +46.7% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling