+9.5%
SNOW vs BNS
+52.0%
-42.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.2% |
| 7D | -14.5% | +2.0% | -16.5% | -14.3% |
| 30D | -14.3% | +7.8% | -22.0% | -13.5% |
| 3M | -8.3% | +11.7% | -19.9% | -6.1% |
| 6M | +101.5% | +28.2% | +73.3% | +112.5% |
| YTD | +32.5% | +34.8% | -2.3% | +40.9% |
| 1Y | +9.5% | +51.1% | -41.6% | +6.9% |
| All | +9.5% | +52.0% | -42.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling