+32.8%
SNOW vs EFV
+153.8%
-121.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +2.8% | +1.5% | +1.3% | +1.5% |
| 30D | +6.4% | +1.7% | +4.7% | +4.8% |
| 3M | +38.1% | +8.6% | +29.4% | +27.7% |
| 6M | +100.4% | +11.7% | +88.7% | +78.1% |
| YTD | +53.7% | +19.3% | +34.4% | +27.0% |
| 1Y | +52.0% | +30.2% | +21.7% | +14.2% |
| 3Y | +114.7% | +91.6% | +23.1% | +5.0% |
| 5Y | +8.8% | +96.4% | -87.6% | -49.8% |
| All | +32.8% | +153.8% | -121.1% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling