+14.6%
SNOW vs BB
+83.9%
-69.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.9% |
| 7D | +5.5% | +1.8% | +3.6% | +5.0% |
| 30D | -13.2% | +8.1% | -21.3% | -15.0% |
| 3M | -13.7% | -1.0% | -12.7% | -14.1% |
| 6M | +91.0% | +45.9% | +45.1% | +68.0% |
| YTD | +32.7% | +134.8% | -102.2% | +2.0% |
| 1Y | +13.3% | +104.6% | -91.3% | -10.1% |
| 3Y | +83.4% | +152.8% | -69.5% | +29.3% |
| 5Y | -24.7% | -17.4% | -7.3% | -36.4% |
| All | +14.6% | +83.9% | -69.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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