+32.8%
SNOW vs EFX
+15.5%
+17.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -1.8% |
| 7D | +2.8% | -8.6% | +11.4% | +8.3% |
| 30D | +6.4% | +0.1% | +6.3% | +6.2% |
| 3M | +38.1% | +3.8% | +34.2% | +32.9% |
| 6M | +100.4% | -13.5% | +113.9% | +114.4% |
| YTD | +53.7% | -17.7% | +71.4% | +68.1% |
| 1Y | +52.0% | -25.6% | +77.5% | +73.6% |
| 3Y | +114.7% | -12.1% | +126.7% | +105.5% |
| 5Y | +8.8% | -33.8% | +42.6% | +16.5% |
| All | +32.8% | +15.5% | +17.3% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling