+89.8%
SNOW vs COMP
+426.2%
-336.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.5% |
| 7D | +3.7% | +2.2% | +1.5% | +3.3% |
| 30D | -16.4% | +16.3% | -32.7% | -18.3% |
| 3M | -9.9% | -19.1% | +9.3% | -7.7% |
| 6M | +98.8% | +17.1% | +81.7% | +92.8% |
| YTD | +37.3% | -2.9% | +40.3% | +35.4% |
| 1Y | +11.0% | +8.8% | +2.2% | +7.9% |
| All | +89.8% | +426.2% | -336.3% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling