+18.6%
SNOW vs BUD
+59.9%
-41.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | -16.4% | +7.4% | -23.8% | -18.1% |
| 3M | -9.9% | +4.3% | -14.2% | -11.1% |
| 6M | +98.8% | +5.3% | +93.5% | +94.5% |
| YTD | +37.3% | +33.2% | +4.1% | +22.9% |
| 1Y | +11.0% | +31.8% | -20.7% | -0.3% |
| 3Y | +87.8% | +47.8% | +40.0% | +57.7% |
| 5Y | -18.4% | +50.2% | -68.6% | -33.7% |
| All | +18.6% | +59.9% | -41.3% | -1.8% |
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