+29.6%
SNOW vs BX
+197.6%
-168.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.9% |
| 7D | -2.4% | -5.6% | +3.2% | +1.3% |
| 30D | -1.0% | -12.2% | +11.2% | +7.9% |
| 3M | +36.9% | +7.4% | +29.5% | +29.0% |
| 6M | +83.4% | +22.2% | +61.2% | +55.5% |
| YTD | +50.0% | -14.0% | +64.0% | +62.1% |
| 1Y | +46.5% | -27.3% | +73.8% | +76.6% |
| 3Y | +93.3% | +24.5% | +68.8% | +47.6% |
| 5Y | +3.3% | +18.9% | -15.6% | -19.4% |
| All | +29.6% | +197.6% | -168.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling