+11.0%
SNOW vs ED
+24.8%
-13.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +3.7% | -0.9% | +4.6% | +2.8% |
| 30D | -16.4% | +11.2% | -27.6% | -6.5% |
| 3M | -9.9% | +11.8% | -21.6% | +1.2% |
| 6M | +98.8% | +14.1% | +84.7% | +130.8% |
| YTD | +37.3% | +23.0% | +14.4% | +70.4% |
| 1Y | +11.0% | +23.7% | -12.6% | +37.6% |
| All | +11.0% | +24.8% | -13.8% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling