+94.8%
SNOW vs BLDR
-56.4%
+151.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +8.4% | -2.7% | +11.1% | +8.8% |
| 30D | -1.0% | -14.7% | +13.8% | +1.3% |
| 3M | +38.3% | -20.8% | +59.1% | +42.1% |
| 6M | +81.3% | -35.3% | +116.6% | +92.8% |
| YTD | +51.1% | -40.3% | +91.4% | +61.9% |
| 1Y | +47.0% | -56.3% | +103.2% | +68.5% |
| All | +94.8% | -56.4% | +151.2% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling