+30.5%
SNOW vs COP
+395.7%
-365.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +8.4% | -0.5% | +8.9% | +8.4% |
| 30D | -1.0% | +11.7% | -12.7% | -2.4% |
| 3M | +38.3% | +17.7% | +20.6% | +35.2% |
| 6M | +81.3% | +18.3% | +63.0% | +76.8% |
| YTD | +51.1% | +49.1% | +2.0% | +42.5% |
| 1Y | +47.0% | +53.3% | -6.4% | +37.6% |
| 3Y | +99.7% | +22.2% | +77.6% | +90.6% |
| 5Y | +3.6% | +193.3% | -189.7% | -10.6% |
| All | +30.5% | +395.7% | -365.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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