+3.6%
SNOW vs BEN
+40.0%
-36.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | +8.4% | +3.4% | +5.0% | +6.2% |
| 30D | -1.0% | +1.8% | -2.8% | -2.1% |
| 3M | +38.3% | +8.4% | +29.9% | +31.1% |
| 6M | +81.3% | +35.6% | +45.7% | +46.9% |
| YTD | +51.1% | +46.4% | +4.7% | +16.2% |
| 1Y | +47.0% | +46.3% | +0.6% | +12.4% |
| 3Y | +99.7% | +54.6% | +45.1% | +38.6% |
| 5Y | +3.6% | +39.4% | -35.8% | -22.9% |
| All | +3.6% | +40.0% | -36.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling