+30.5%
SNOW vs BR
+36.9%
-6.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +8.4% | -5.0% | +13.4% | +12.9% |
| 30D | -1.0% | -2.5% | +1.5% | +1.0% |
| 3M | +38.3% | +13.5% | +24.8% | +24.0% |
| 6M | +81.3% | -9.4% | +90.7% | +94.5% |
| YTD | +51.1% | -23.3% | +74.4% | +83.0% |
| 1Y | +47.0% | -31.6% | +78.6% | +94.2% |
| 3Y | +99.7% | -5.1% | +104.8% | +95.9% |
| 5Y | +3.6% | +8.2% | -4.6% | -15.6% |
| All | +30.5% | +36.9% | -6.3% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling