+110.9%
SNOW vs BIL
+14.1%
+96.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.0% |
| 7D | +2.8% | +0.1% | +2.7% | +4.0% |
| 30D | +6.4% | +0.3% | +6.1% | +11.2% |
| 3M | +38.1% | +0.9% | +37.1% | +56.5% |
| 6M | +100.4% | +1.8% | +98.6% | +152.9% |
| YTD | +53.7% | +2.4% | +51.3% | +110.0% |
| 1Y | +52.0% | +3.7% | +48.2% | +155.7% |
| All | +110.9% | +14.1% | +96.9% | +2,849.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling