+5.5%
SNOW vs COO
-39.5%
+45.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.8% |
| 7D | +4.9% | -2.3% | +7.2% | +6.2% |
| 30D | +1.5% | -8.8% | +10.3% | +6.2% |
| 3M | +39.5% | +1.3% | +38.2% | +37.9% |
| 6M | +85.9% | -11.6% | +97.5% | +96.2% |
| YTD | +52.9% | -17.4% | +70.4% | +67.3% |
| 1Y | +48.1% | -1.6% | +49.7% | +45.9% |
| 3Y | +102.2% | -22.6% | +124.8% | +110.9% |
| 5Y | +5.5% | -40.3% | +45.8% | +32.0% |
| All | +5.5% | -39.5% | +45.0% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling