+22.9%
SNOW vs COMP
-52.0%
+74.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | +5.5% | 0.0% | +5.5% | +5.3% |
| 30D | -13.2% | +16.6% | -29.7% | -17.3% |
| 3M | -13.7% | -23.5% | +9.8% | -8.1% |
| 6M | +91.0% | +25.7% | +65.2% | +74.7% |
| YTD | +32.7% | -3.4% | +36.1% | +27.2% |
| 1Y | +13.3% | +7.6% | +5.7% | +4.9% |
| 3Y | +83.4% | +423.6% | -340.2% | -13.8% |
| 5Y | -24.7% | -10.6% | -14.1% | -43.1% |
| All | +22.9% | -52.0% | +74.8% | +3.8% |
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