+32.1%
SNOW vs BX
+210.2%
-178.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.6% |
| 7D | +4.9% | -2.0% | +6.9% | +6.4% |
| 30D | +1.5% | -2.3% | +3.8% | +3.0% |
| 3M | +39.5% | +18.5% | +21.0% | +22.9% |
| 6M | +85.9% | +23.7% | +62.2% | +56.6% |
| YTD | +52.9% | -10.4% | +63.3% | +61.0% |
| 1Y | +48.1% | -19.6% | +67.7% | +66.2% |
| 3Y | +102.2% | +30.8% | +71.4% | +49.5% |
| 5Y | +5.5% | +24.3% | -18.9% | -20.0% |
| All | +32.1% | +210.2% | -178.1% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling