+3.6%
SNOW vs BAX
-67.6%
+71.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +8.4% | -5.1% | +13.5% | +9.3% |
| 30D | -1.0% | -12.2% | +11.2% | +1.1% |
| 3M | +38.3% | +21.8% | +16.5% | +33.9% |
| 6M | +81.3% | +36.3% | +45.0% | +71.8% |
| YTD | +51.1% | +27.8% | +23.3% | +43.8% |
| 1Y | +47.0% | -0.1% | +47.0% | +45.4% |
| 3Y | +99.7% | -33.3% | +133.1% | +110.1% |
| 5Y | +3.6% | -67.1% | +70.7% | +33.9% |
| All | +3.6% | -67.6% | +71.2% | +33.9% |
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