+29.8%
SNOW vs BLDR
+78.4%
-48.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.8% |
| 7D | -7.5% | -8.1% | +0.6% | -5.0% |
| 30D | -1.3% | -21.5% | +20.2% | +6.4% |
| 3M | +37.4% | -21.0% | +58.4% | +45.7% |
| 6M | +88.1% | -37.1% | +125.1% | +113.1% |
| YTD | +50.3% | -42.7% | +93.0% | +73.5% |
| 1Y | +46.0% | -58.0% | +103.9% | +88.9% |
| 3Y | +98.7% | -57.8% | +156.5% | +131.2% |
| 5Y | +3.5% | +10.3% | -6.8% | -28.6% |
| All | +29.8% | +78.4% | -48.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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