+9.5%
SNOW vs BIL
+3.0%
+6.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -14.5% | -0.3% | -14.2% | -12.4% |
| 30D | -14.3% | 0.0% | -14.3% | -12.3% |
| 3M | -8.3% | +0.3% | -8.6% | -6.6% |
| 6M | +101.5% | +1.2% | +100.3% | +103.3% |
| YTD | +32.5% | +2.4% | +30.1% | +14.6% |
| 1Y | +9.5% | +3.0% | +6.5% | -11.2% |
| All | +9.5% | +3.0% | +6.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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