+32.8%
SNOW vs BB
+59.1%
-26.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | -5.6% | +8.4% | +4.5% |
| 30D | +6.4% | -11.8% | +18.2% | +9.9% |
| 3M | +38.1% | -25.5% | +63.6% | +46.9% |
| 6M | +100.4% | +121.3% | -20.9% | +57.0% |
| YTD | +53.7% | +103.2% | -49.5% | +23.6% |
| 1Y | +52.0% | +102.6% | -50.7% | +21.3% |
| 3Y | +114.7% | +37.5% | +77.2% | +77.1% |
| 5Y | +8.8% | -30.4% | +39.2% | -4.0% |
| All | +32.8% | +59.1% | -26.3% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling