+18.6%
SNOW vs ECL
+57.9%
-39.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +3.7% | -2.3% | +5.9% | +5.1% |
| 30D | -16.4% | +8.3% | -24.7% | -20.4% |
| 3M | -9.9% | +8.4% | -18.3% | -14.5% |
| 6M | +98.8% | +23.3% | +75.6% | +72.0% |
| YTD | +37.3% | +18.2% | +19.1% | +20.1% |
| 1Y | +11.0% | +18.8% | -7.7% | -3.5% |
| 3Y | +87.8% | +78.5% | +9.3% | +16.0% |
| 5Y | -18.4% | +40.1% | -58.5% | -47.2% |
| All | +18.6% | +57.9% | -39.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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