+29.8%
SNOW vs BLK
+121.7%
-91.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -7.5% | -5.2% | -2.3% | -3.8% |
| 30D | -1.3% | -7.0% | +5.7% | +4.3% |
| 3M | +37.4% | +5.7% | +31.8% | +30.9% |
| 6M | +88.1% | +11.0% | +77.1% | +69.1% |
| YTD | +50.3% | +0.9% | +49.4% | +45.2% |
| 1Y | +46.0% | -1.6% | +47.6% | +43.0% |
| 3Y | +98.7% | +64.5% | +34.2% | +19.7% |
| 5Y | +3.5% | +30.9% | -27.3% | -28.1% |
| All | +29.8% | +121.7% | -91.9% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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