+107.7%
SNOW vs BIYA
-99.8%
+207.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -2.4% | -1.8% | -0.7% | -2.4% |
| 30D | -1.0% | -17.5% | +16.5% | -0.9% |
| 3M | +36.9% | -78.0% | +114.9% | +36.7% |
| 6M | +83.4% | -89.5% | +172.8% | +82.8% |
| YTD | +50.0% | -94.3% | +144.2% | +51.0% |
| 1Y | +46.5% | -98.6% | +145.1% | +53.0% |
| All | +107.7% | -99.8% | +207.5% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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