+52.0%
SNOW vs EFV
+30.7%
+21.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +1.5% | +1.3% | +2.7% |
| 30D | +6.4% | +1.7% | +4.7% | +6.3% |
| 3M | +38.1% | +8.6% | +29.5% | +38.4% |
| 6M | +100.4% | +11.7% | +88.7% | +97.9% |
| YTD | +53.7% | +19.3% | +34.4% | +47.1% |
| 1Y | +52.0% | +30.2% | +21.7% | +37.7% |
| All | +52.0% | +30.7% | +21.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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