+29.6%
SNOW vs EFV
+151.8%
-122.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.2% |
| 7D | -2.4% | -0.8% | -1.6% | -1.7% |
| 30D | -1.0% | +0.6% | -1.6% | -1.5% |
| 3M | +36.9% | +7.5% | +29.3% | +27.9% |
| 6M | +83.4% | +13.0% | +70.3% | +61.1% |
| YTD | +50.0% | +18.3% | +31.7% | +24.9% |
| 1Y | +46.5% | +26.7% | +19.8% | +13.2% |
| 3Y | +93.3% | +89.6% | +3.8% | -4.4% |
| 5Y | +3.3% | +98.2% | -94.9% | -52.2% |
| All | +29.6% | +151.8% | -122.2% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling