+93.8%
SNOW vs BR
-5.0%
+98.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -7.5% | -6.0% | -1.5% | -3.8% |
| 30D | -1.3% | -0.9% | -0.5% | -0.7% |
| 3M | +37.4% | +16.4% | +21.1% | +23.6% |
| 6M | +88.1% | -8.2% | +96.2% | +95.0% |
| YTD | +50.3% | -23.2% | +73.5% | +73.0% |
| 1Y | +46.0% | -30.9% | +76.9% | +79.5% |
| All | +93.8% | -5.0% | +98.8% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling