+24.9%
SNOW vs COMP
-53.0%
+77.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +3.6% |
| 7D | +0.2% | +7.2% | -6.9% | -2.0% |
| 30D | -19.8% | +6.4% | -26.2% | -21.7% |
| 3M | -11.6% | -19.4% | +7.8% | -7.2% |
| 6M | +94.0% | +14.6% | +79.4% | +82.0% |
| YTD | +34.8% | -5.5% | +40.3% | +30.0% |
| 1Y | +10.1% | +13.7% | -3.5% | +0.3% |
| 3Y | +84.4% | +409.7% | -325.3% | -12.6% |
| 5Y | -18.1% | -17.0% | -1.1% | -37.1% |
| All | +24.9% | -53.0% | +77.9% | +6.1% |
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