+3.5%
SNOW vs BR
+8.3%
-4.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -7.5% | -6.0% | -1.5% | -2.7% |
| 30D | -1.3% | -0.9% | -0.5% | -0.6% |
| 3M | +37.4% | +16.4% | +21.1% | +19.5% |
| 6M | +88.1% | -8.2% | +96.2% | +100.6% |
| YTD | +50.3% | -23.2% | +73.5% | +85.0% |
| 1Y | +46.0% | -30.9% | +76.9% | +96.1% |
| 3Y | +98.7% | -5.0% | +103.7% | +91.0% |
| All | +3.5% | +8.3% | -4.8% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling