+32.8%
SNOW vs BIL
+19.3%
+13.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | +6.4% | +0.3% | +6.1% | +6.9% |
| 3M | +38.1% | +0.9% | +37.1% | +39.9% |
| 6M | +100.4% | +1.8% | +98.6% | +105.8% |
| YTD | +53.7% | +2.4% | +51.3% | +59.2% |
| 1Y | +52.0% | +3.7% | +48.2% | +60.8% |
| 3Y | +114.7% | +14.2% | +100.5% | +115.2% |
| 5Y | +8.8% | +19.4% | -10.6% | -47.0% |
| All | +32.8% | +19.3% | +13.5% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling