+29.6%
SNOW vs BKR
+365.2%
-335.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.4% | -7.0% | +4.6% | -0.9% |
| 30D | -1.0% | -8.1% | +7.1% | +0.7% |
| 3M | +36.9% | -6.6% | +43.5% | +38.5% |
| 6M | +83.4% | +0.9% | +82.5% | +80.9% |
| YTD | +50.0% | +31.1% | +18.9% | +37.9% |
| 1Y | +46.5% | +27.7% | +18.8% | +35.3% |
| 3Y | +93.3% | +71.2% | +22.1% | +65.0% |
| 5Y | +3.3% | +177.6% | -174.4% | -23.4% |
| All | +29.6% | +365.2% | -335.7% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling