+17.6%
SNOW vs BP
+215.3%
-197.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.0% |
| 7D | +10.8% | +2.5% | +8.3% | +10.4% |
| 30D | -16.5% | -5.6% | -10.9% | -15.8% |
| 3M | -10.1% | +8.0% | -18.1% | -11.5% |
| 6M | +96.5% | +5.7% | +90.9% | +93.8% |
| YTD | +36.2% | +36.8% | -0.7% | +26.8% |
| 1Y | +10.7% | +30.7% | -20.0% | +4.0% |
| 3Y | +86.2% | +51.6% | +34.6% | +67.9% |
| 5Y | -22.7% | +112.2% | -134.9% | -33.5% |
| All | +17.6% | +215.3% | -197.7% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling