+9.5%
SNOW vs COO
-7.7%
+17.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -1.8% |
| 7D | -14.5% | +8.4% | -22.9% | -14.9% |
| 30D | -14.3% | +13.5% | -27.8% | -15.0% |
| 3M | -8.3% | -13.8% | +5.5% | -6.0% |
| 6M | +101.5% | +4.7% | +96.8% | +102.6% |
| YTD | +32.5% | -21.4% | +53.9% | +40.7% |
| 1Y | +9.5% | -6.7% | +16.2% | +20.5% |
| All | +9.5% | -7.7% | +17.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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