+14.6%
SNOW vs ED
+101.5%
-86.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.1% |
| 7D | +5.5% | +2.1% | +3.4% | +6.3% |
| 30D | -13.2% | +10.4% | -23.6% | -9.7% |
| 3M | -13.7% | +12.5% | -26.3% | -9.7% |
| 6M | +91.0% | +14.9% | +76.1% | +102.1% |
| YTD | +32.7% | +24.8% | +7.8% | +44.1% |
| 1Y | +13.3% | +23.8% | -10.6% | +22.9% |
| 3Y | +83.4% | +51.6% | +31.7% | +107.6% |
| 5Y | -24.7% | +86.4% | -111.1% | -1.6% |
| All | +14.6% | +101.5% | -86.9% | +59.2% |
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