+14.6%
SNOW vs COO
-25.5%
+40.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | +5.5% | +0.5% | +5.0% | +5.3% |
| 30D | -13.2% | +14.2% | -27.3% | -18.4% |
| 3M | -13.7% | -18.2% | +4.5% | -6.6% |
| 6M | +91.0% | +5.3% | +85.6% | +81.8% |
| YTD | +32.7% | -23.6% | +56.2% | +47.7% |
| 1Y | +13.3% | -12.7% | +25.9% | +17.2% |
| 3Y | +83.4% | -24.2% | +107.6% | +88.0% |
| 5Y | -24.7% | -40.0% | +15.3% | -12.3% |
| All | +14.6% | -25.5% | +40.1% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling