+3.5%
SNOW vs BKR
+174.4%
-170.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | +1.0% |
| 7D | -7.5% | -6.7% | -0.8% | -6.1% |
| 30D | -1.3% | -8.3% | +7.0% | +0.5% |
| 3M | +37.4% | -5.4% | +42.8% | +38.8% |
| 6M | +88.1% | +0.8% | +87.3% | +85.3% |
| YTD | +50.3% | +31.8% | +18.5% | +37.1% |
| 1Y | +46.0% | +28.6% | +17.4% | +33.7% |
| 3Y | +98.7% | +71.2% | +27.5% | +67.7% |
| All | +3.5% | +174.4% | -170.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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