+32.8%
SNOW vs BUD
+52.8%
-20.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +6.4% | -5.7% | +12.1% | +7.9% |
| 3M | +38.1% | +3.1% | +35.0% | +36.7% |
| 6M | +100.4% | +7.9% | +92.5% | +93.8% |
| YTD | +53.7% | +27.3% | +26.4% | +39.6% |
| 1Y | +52.0% | +37.8% | +14.1% | +33.7% |
| 3Y | +114.7% | +49.8% | +64.8% | +77.9% |
| 5Y | +8.8% | +43.8% | -35.1% | -10.4% |
| All | +32.8% | +52.8% | -20.0% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling