+103.2%
SNOW vs ED
+33.9%
+69.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -6.1% |
| 7D | +2.8% | -0.2% | +3.0% | +2.6% |
| 30D | +6.4% | -0.1% | +6.6% | +6.4% |
| 3M | +38.1% | +3.9% | +34.2% | +41.4% |
| 6M | +100.4% | -3.0% | +103.4% | +99.6% |
| YTD | +53.7% | +10.7% | +43.0% | +62.0% |
| 1Y | +52.0% | +13.3% | +38.6% | +61.9% |
| All | +103.2% | +33.9% | +69.3% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling