+46.0%
SNOW vs BB
+101.1%
-55.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -7.5% | -2.1% | -5.4% | -7.0% |
| 30D | -1.3% | -16.0% | +14.7% | +3.1% |
| 3M | +37.4% | -14.5% | +52.0% | +40.7% |
| 6M | +88.1% | +118.6% | -30.5% | +42.1% |
| YTD | +50.3% | +98.9% | -48.6% | +17.3% |
| 1Y | +46.0% | +99.5% | -53.5% | +14.7% |
| All | +46.0% | +101.1% | -55.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling