+30.5%
SNOW vs COO
-24.5%
+55.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +1.7% |
| 7D | +8.4% | -9.0% | +17.3% | +13.2% |
| 30D | -1.0% | -16.8% | +15.9% | +7.8% |
| 3M | +38.3% | -7.5% | +45.8% | +42.7% |
| 6M | +81.3% | -16.3% | +97.6% | +95.4% |
| YTD | +51.1% | -22.5% | +73.7% | +69.3% |
| 1Y | +47.0% | -7.0% | +53.9% | +48.6% |
| 3Y | +99.7% | -27.5% | +127.2% | +115.9% |
| 5Y | +3.6% | -43.3% | +46.9% | +23.6% |
| All | +30.5% | -24.5% | +55.1% | +43.7% |
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