-22.7%
SNOW vs BLDR
-11.6%
-11.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +0.2% |
| 7D | +10.8% | -8.2% | +19.0% | +13.6% |
| 30D | -16.5% | +16.3% | -32.8% | -21.5% |
| 3M | -10.1% | -17.0% | +6.9% | -6.1% |
| 6M | +96.5% | -17.4% | +113.9% | +100.7% |
| YTD | +36.2% | -41.6% | +77.7% | +54.3% |
| 1Y | +10.7% | -43.5% | +54.2% | +26.8% |
| 3Y | +86.2% | -51.6% | +137.9% | +95.6% |
| 5Y | -22.7% | -11.6% | -11.1% | -54.8% |
| All | -22.7% | -11.6% | -11.1% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling