+16.5%
SNOW vs COMP
-52.0%
+68.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.7% | -8.4% | -0.6% |
| 7D | -9.9% | +13.4% | -23.3% | -13.2% |
| 30D | -17.1% | +11.1% | -28.2% | -20.0% |
| 3M | -13.2% | -18.8% | +5.6% | -9.0% |
| 6M | +97.4% | +10.5% | +86.9% | +87.0% |
| YTD | +25.8% | -3.4% | +29.2% | +20.7% |
| 1Y | +4.2% | +19.7% | -15.5% | -6.4% |
| 3Y | +91.3% | +381.6% | -290.3% | -7.3% |
| 5Y | -24.4% | -17.6% | -6.8% | -41.9% |
| All | +16.5% | -52.0% | +68.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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