+29.6%
SNOW vs BR
+36.6%
-7.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.4% | -3.0% | +0.5% | -0.2% |
| 30D | -1.0% | -0.3% | -0.7% | -0.7% |
| 3M | +36.9% | +17.3% | +19.6% | +19.5% |
| 6M | +83.4% | -6.7% | +90.1% | +92.5% |
| YTD | +50.0% | -23.4% | +73.4% | +81.9% |
| 1Y | +46.5% | -32.7% | +79.2% | +96.3% |
| 3Y | +93.3% | -5.9% | +99.2% | +91.0% |
| 5Y | +3.3% | +8.4% | -5.2% | -15.8% |
| All | +29.6% | +36.6% | -7.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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