+14.6%
SNOW vs BAX
-64.4%
+79.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.6% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -13.2% | +4.1% | -17.2% | -13.7% |
| 3M | -13.7% | -4.5% | -9.2% | -13.2% |
| 6M | +91.0% | +49.2% | +41.7% | +79.0% |
| YTD | +32.7% | +35.2% | -2.6% | +25.3% |
| 1Y | +13.3% | +38.3% | -25.0% | +6.5% |
| 3Y | +83.4% | -19.0% | +102.4% | +85.2% |
| 5Y | -24.7% | -64.2% | +39.5% | -9.2% |
| All | +14.6% | -64.4% | +79.0% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling