+86.4%
SNOW vs BB
+154.6%
-68.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +0.2% | +11.6% | -11.4% | -2.7% |
| 30D | -19.8% | +2.6% | -22.4% | -20.4% |
| 3M | -11.6% | +3.5% | -15.1% | -13.1% |
| 6M | +94.0% | +43.5% | +50.5% | +72.1% |
| YTD | +34.8% | +141.2% | -106.3% | +3.6% |
| 1Y | +10.1% | +97.4% | -87.3% | -11.4% |
| All | +86.4% | +154.6% | -68.2% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling