-22.7%
SNOW vs BUD
+51.0%
-73.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +0.2% | +1.3% | -1.2% | -0.3% |
| 30D | -21.1% | +10.0% | -31.1% | -23.5% |
| 3M | -11.9% | +1.6% | -13.5% | -12.6% |
| 6M | +91.0% | +6.5% | +84.5% | +85.4% |
| YTD | +32.7% | +34.8% | -2.1% | +15.0% |
| 1Y | +10.8% | +36.5% | -25.7% | -4.8% |
| 3Y | +86.2% | +49.0% | +37.3% | +47.1% |
| 5Y | -22.7% | +51.7% | -74.4% | -42.1% |
| All | -22.7% | +51.0% | -73.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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