+83.4%
SNOW vs BP
+51.6%
+31.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | +5.5% | +3.8% | +1.7% | +4.9% |
| 30D | -13.2% | -5.3% | -7.9% | -12.5% |
| 3M | -13.7% | +9.3% | -23.0% | -15.2% |
| 6M | +91.0% | +7.2% | +83.8% | +88.1% |
| YTD | +32.7% | +38.0% | -5.4% | +20.9% |
| 1Y | +13.3% | +33.2% | -19.9% | +4.3% |
| 3Y | +83.4% | +50.3% | +33.1% | +62.3% |
| All | +83.4% | +51.6% | +31.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling