+30.5%
SNOW vs ECL
+39.3%
-8.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | +0.1% |
| 7D | +8.4% | -2.7% | +11.1% | +10.1% |
| 30D | -1.0% | -4.3% | +3.3% | +1.4% |
| 3M | +38.3% | +3.2% | +35.1% | +34.6% |
| 6M | +81.3% | -2.9% | +84.2% | +81.4% |
| YTD | +51.1% | +4.3% | +46.9% | +42.8% |
| 1Y | +47.0% | +1.6% | +45.3% | +40.5% |
| 3Y | +99.7% | +54.3% | +45.5% | +35.6% |
| 5Y | +3.6% | +26.5% | -22.9% | -28.1% |
| All | +30.5% | +39.3% | -8.7% | -4.1% |
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