+32.8%
SNOW vs COO
-17.3%
+50.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.7% |
| 7D | +2.8% | -2.2% | +5.0% | +4.0% |
| 30D | +6.4% | -7.0% | +13.4% | +10.1% |
| 3M | +38.1% | +12.2% | +25.9% | +29.7% |
| 6M | +100.4% | -15.1% | +115.5% | +115.0% |
| YTD | +53.7% | -15.1% | +68.8% | +65.2% |
| 1Y | +52.0% | +2.3% | +49.6% | +47.1% |
| 3Y | +114.7% | -23.7% | +138.3% | +129.8% |
| 5Y | +8.8% | -38.9% | +47.7% | +25.0% |
| All | +32.8% | -17.3% | +50.0% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling