+14.6%
SNOW vs BIL
+20.2%
-5.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -13.2% | +0.3% | -13.5% | -12.9% |
| 3M | -13.7% | +1.0% | -14.7% | -12.9% |
| 6M | +91.0% | +1.9% | +89.1% | +95.4% |
| YTD | +32.7% | +3.2% | +29.5% | +38.3% |
| 1Y | +13.3% | +3.7% | +9.6% | +19.1% |
| 3Y | +83.4% | +13.8% | +69.5% | +90.7% |
| 5Y | -24.7% | +20.3% | -45.0% | -63.1% |
| All | +14.6% | +20.2% | -5.6% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling