+5.5%
SNOW vs ED
+71.7%
-66.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.3% |
| 7D | +4.9% | +0.5% | +4.4% | +5.0% |
| 30D | +1.5% | +1.1% | +0.4% | +1.8% |
| 3M | +39.5% | +4.6% | +34.9% | +41.4% |
| 6M | +85.9% | -2.0% | +87.9% | +86.1% |
| YTD | +52.9% | +11.7% | +41.2% | +57.0% |
| 1Y | +48.1% | +15.7% | +32.4% | +53.0% |
| 3Y | +102.2% | +34.4% | +67.8% | +106.5% |
| 5Y | +5.5% | +67.3% | -61.8% | +13.8% |
| All | +5.5% | +71.7% | -66.2% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling