+16.5%
SNOW vs ECL
+57.0%
-40.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -19.8% | +8.6% | -28.4% | -23.8% |
| 3M | -11.6% | +7.9% | -19.5% | -16.0% |
| 6M | +94.0% | +21.0% | +73.0% | +69.8% |
| YTD | +34.8% | +17.5% | +17.3% | +18.3% |
| 1Y | +10.1% | +19.7% | -9.5% | -4.9% |
| 3Y | +84.4% | +77.4% | +7.0% | +14.3% |
| 5Y | -18.1% | +38.7% | -56.8% | -46.8% |
| All | +16.5% | +57.0% | -40.5% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling