-18.4%
SNOW vs BAX
-63.3%
+44.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.7% | -0.6% | +4.3% | +3.8% |
| 30D | -16.4% | +6.3% | -22.7% | -17.3% |
| 3M | -9.9% | -4.6% | -5.3% | -9.3% |
| 6M | +98.8% | +50.4% | +48.4% | +85.3% |
| YTD | +37.3% | +38.0% | -0.7% | +28.8% |
| 1Y | +11.0% | +44.6% | -33.6% | +3.2% |
| 3Y | +87.8% | -15.1% | +102.9% | +87.8% |
| 5Y | -18.4% | -63.3% | +44.9% | +3.6% |
| All | -18.4% | -63.3% | +44.9% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling