+3.6%
SNOW vs BN
+33.2%
-29.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | +0.3% |
| 7D | +8.4% | -3.0% | +11.4% | +11.2% |
| 30D | -1.0% | -13.0% | +12.0% | +10.4% |
| 3M | +38.3% | -15.2% | +53.5% | +56.9% |
| 6M | +81.3% | -5.9% | +87.2% | +86.0% |
| YTD | +51.1% | -15.8% | +66.9% | +69.6% |
| 1Y | +47.0% | -12.2% | +59.1% | +58.1% |
| 3Y | +99.7% | +72.2% | +27.5% | +13.7% |
| 5Y | +3.6% | +33.2% | -29.6% | -18.7% |
| All | +3.6% | +33.2% | -29.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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