+16.5%
SNOW vs BIL
+19.7%
-3.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | +0.1% | +0.2% | 0.0% |
| 30D | -19.8% | 0.0% | -19.8% | -19.2% |
| 3M | -11.6% | +0.6% | -12.2% | -10.3% |
| 6M | +94.0% | +1.5% | +92.5% | +99.6% |
| YTD | +34.8% | +2.8% | +32.0% | +41.3% |
| 1Y | +10.1% | +3.3% | +6.8% | +16.4% |
| 3Y | +84.4% | +13.4% | +71.0% | +92.5% |
| 5Y | -18.1% | +19.8% | -37.9% | -59.8% |
| All | +16.5% | +19.7% | -3.2% | -40.9% |
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