+29.8%
SNOW vs EAT
+364.6%
-334.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -7.5% | -6.2% | -1.3% | -5.8% |
| 30D | -1.3% | -3.0% | +1.7% | -1.0% |
| 3M | +37.4% | +45.6% | -8.2% | +21.5% |
| 6M | +88.1% | +53.5% | +34.5% | +60.1% |
| YTD | +50.3% | +49.6% | +0.7% | +28.3% |
| 1Y | +46.0% | +38.9% | +7.1% | +26.2% |
| 3Y | +98.7% | +589.7% | -491.0% | -13.8% |
| 5Y | +3.5% | +318.7% | -315.2% | -51.8% |
| All | +29.8% | +364.6% | -334.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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