+4.1%
SNOW vs EFX
-37.1%
+41.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | +0.1% |
| 7D | +8.4% | -9.4% | +17.8% | +15.4% |
| 30D | -1.0% | -6.9% | +5.9% | +3.4% |
| 3M | +38.3% | +0.1% | +38.2% | +35.5% |
| 6M | +81.3% | -17.3% | +98.6% | +100.7% |
| YTD | +51.1% | -21.8% | +72.9% | +72.1% |
| 1Y | +47.0% | -32.5% | +79.5% | +81.9% |
| 3Y | +99.7% | -12.3% | +112.1% | +81.5% |
| All | +4.1% | -37.1% | +41.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling