+42.4%
SNOW vs COMP
-47.7%
+90.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -6.0% | -5.6% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | +6.4% | -13.3% | +19.7% | +10.5% |
| 3M | +38.1% | +41.1% | -3.0% | +23.8% |
| 6M | +100.4% | +17.2% | +83.2% | +84.5% |
| YTD | +53.7% | +5.2% | +48.5% | +45.2% |
| 1Y | +52.0% | +18.9% | +33.0% | +36.4% |
| 3Y | +114.7% | +215.9% | -101.3% | +22.0% |
| 5Y | +8.8% | -31.2% | +40.0% | -14.1% |
| All | +42.4% | -47.7% | +90.1% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling