+5.5%
SNOW vs ECL
+29.5%
-24.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.9% | -0.8% | +5.7% | +5.4% |
| 30D | +1.5% | -2.5% | +4.0% | +3.0% |
| 3M | +39.5% | +8.3% | +31.2% | +30.8% |
| 6M | +85.9% | -1.1% | +87.0% | +83.8% |
| YTD | +52.9% | +6.5% | +46.4% | +41.2% |
| 1Y | +48.1% | +2.1% | +46.0% | +40.5% |
| 3Y | +102.2% | +57.6% | +44.6% | +24.6% |
| 5Y | +5.5% | +28.1% | -22.6% | -28.8% |
| All | +5.5% | +29.5% | -24.0% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling