-25.6%
SNOW vs BIL
+19.8%
-45.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.2% |
| 7D | -9.9% | -0.3% | -9.6% | -9.1% |
| 30D | -17.1% | 0.0% | -17.1% | -16.2% |
| 3M | -13.2% | +0.6% | -13.9% | -11.5% |
| 6M | +97.4% | +1.5% | +95.9% | +104.3% |
| YTD | +25.8% | +2.8% | +23.0% | +31.9% |
| 1Y | +4.2% | +3.3% | +0.9% | +10.4% |
| 3Y | +91.3% | +13.5% | +77.8% | +84.8% |
| All | -25.6% | +19.8% | -45.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling