-26.1%
SNOW vs BND
-1.7%
-24.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.4% |
| 7D | +5.5% | -1.4% | +6.9% | +7.7% |
| 30D | -13.2% | +0.6% | -13.7% | -14.1% |
| 3M | -13.7% | -1.6% | -12.1% | -11.8% |
| 6M | +91.0% | -1.5% | +92.5% | +95.2% |
| YTD | +32.7% | -1.5% | +34.1% | +35.2% |
| 1Y | +13.3% | -1.1% | +14.3% | +14.8% |
| 3Y | +83.4% | +13.6% | +69.8% | +41.5% |
| All | -26.1% | -1.7% | -24.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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