+3.3%
SNOW vs BG
+81.8%
-78.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -2.4% | +3.1% | -5.5% | -2.6% |
| 30D | -1.0% | +10.2% | -11.2% | -1.7% |
| 3M | +36.9% | -1.7% | +38.5% | +37.0% |
| 6M | +83.4% | +1.0% | +82.4% | +83.1% |
| YTD | +50.0% | +39.9% | +10.1% | +46.2% |
| 1Y | +46.5% | +53.2% | -6.7% | +41.6% |
| 3Y | +93.3% | +16.3% | +77.1% | +90.5% |
| All | +3.3% | +81.8% | -78.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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