+29.8%
SNOW vs ED
+77.7%
-47.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.8% |
| 7D | -7.5% | -1.9% | -5.6% | -8.1% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | +37.4% | 0.0% | +37.4% | +37.6% |
| 6M | +88.1% | -2.5% | +90.6% | +87.8% |
| YTD | +50.3% | +10.1% | +40.2% | +55.6% |
| 1Y | +46.0% | +13.6% | +32.4% | +52.6% |
| 3Y | +98.7% | +32.4% | +66.2% | +113.9% |
| 5Y | +3.5% | +69.9% | -66.3% | +31.9% |
| All | +29.8% | +77.7% | -47.9% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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