+13.3%
SNOW vs COMP
+7.7%
+5.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | +5.5% | 0.0% | +5.5% | +5.4% |
| 30D | -13.2% | +16.6% | -29.7% | -15.5% |
| 3M | -13.7% | -23.5% | +9.8% | -10.7% |
| 6M | +91.0% | +25.7% | +65.2% | +82.8% |
| YTD | +32.7% | -3.4% | +36.1% | +36.0% |
| 1Y | +13.3% | +7.6% | +5.7% | +14.7% |
| All | +13.3% | +7.7% | +5.6% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling