+29.6%
SNOW vs EFX
+10.2%
+19.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -2.4% | -4.5% | +2.1% | +0.1% |
| 30D | -1.0% | -6.1% | +5.1% | +2.5% |
| 3M | +36.9% | +6.2% | +30.6% | +30.0% |
| 6M | +83.4% | -11.2% | +94.6% | +93.0% |
| YTD | +50.0% | -21.4% | +71.4% | +68.3% |
| 1Y | +46.5% | -34.3% | +80.8% | +81.0% |
| 3Y | +93.3% | -12.5% | +105.8% | +84.5% |
| 5Y | +3.3% | -35.6% | +38.8% | +13.2% |
| All | +29.6% | +10.2% | +19.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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