+13.8%
SNOW vs COMP
-56.6%
+70.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.2% | +0.9% | -5.0% |
| 7D | -18.4% | -1.8% | -16.6% | -18.1% |
| 30D | -19.8% | -0.8% | -19.0% | -20.0% |
| 3M | -14.9% | -28.1% | +13.2% | -7.6% |
| 6M | +90.2% | +27.0% | +63.2% | +71.0% |
| YTD | +22.9% | -12.8% | +35.6% | +21.4% |
| 1Y | +1.8% | +4.9% | -3.1% | -5.0% |
| 3Y | +79.7% | +321.0% | -241.3% | -9.3% |
| 5Y | -26.1% | -25.6% | -0.5% | -41.6% |
| All | +13.8% | -56.6% | +70.4% | -0.9% |
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