+30.5%
SNOW vs BNS
+197.5%
-167.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +8.4% | -1.3% | +9.7% | +9.3% |
| 30D | -1.0% | +4.0% | -5.0% | -3.2% |
| 3M | +38.3% | +13.8% | +24.5% | +28.3% |
| 6M | +81.3% | +32.7% | +48.6% | +52.0% |
| YTD | +51.1% | +27.6% | +23.5% | +29.5% |
| 1Y | +47.0% | +47.4% | -0.4% | +14.6% |
| 3Y | +99.7% | +129.0% | -29.2% | +14.5% |
| 5Y | +3.6% | +92.7% | -89.1% | -29.7% |
| All | +30.5% | +197.5% | -167.0% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling