+29.6%
SNOW vs BB
+58.5%
-28.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -1.0% | -12.5% | +11.6% | +2.5% |
| 3M | +36.9% | -17.4% | +54.3% | +41.8% |
| 6M | +83.4% | +119.1% | -35.8% | +43.9% |
| YTD | +50.0% | +102.4% | -52.4% | +20.7% |
| 1Y | +46.5% | +98.2% | -51.7% | +17.6% |
| 3Y | +93.3% | +46.9% | +46.4% | +57.8% |
| 5Y | +3.3% | -26.4% | +29.7% | -9.0% |
| All | +29.6% | +58.5% | -28.9% | -14.1% |
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