+14.6%
SNOW vs EAT
+329.2%
-314.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.7% |
| 7D | +5.5% | -4.0% | +9.5% | +6.6% |
| 30D | -13.2% | -2.9% | -10.3% | -12.8% |
| 3M | -13.7% | -16.9% | +3.1% | -9.8% |
| 6M | +91.0% | +57.0% | +34.0% | +62.5% |
| YTD | +32.7% | +38.2% | -5.5% | +15.0% |
| 1Y | +13.3% | +69.3% | -56.0% | -8.9% |
| 3Y | +83.4% | +483.0% | -399.6% | -15.7% |
| 5Y | -24.7% | +364.1% | -388.9% | -65.4% |
| All | +14.6% | +329.2% | -314.6% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling