+29.6%
SNOW vs BNS
+201.9%
-172.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -1.0% | +3.5% | -4.4% | -2.9% |
| 3M | +36.9% | +14.1% | +22.8% | +26.8% |
| 6M | +83.4% | +33.8% | +49.6% | +53.2% |
| YTD | +50.0% | +29.5% | +20.5% | +27.6% |
| 1Y | +46.5% | +48.4% | -1.9% | +13.9% |
| 3Y | +93.3% | +129.6% | -36.3% | +10.9% |
| 5Y | +3.3% | +96.1% | -92.8% | -30.5% |
| All | +29.6% | +201.9% | -172.3% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling