+29.8%
SNOW vs EL
-51.9%
+81.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | -7.5% | -4.4% | -3.2% | -6.2% |
| 30D | -1.3% | +10.3% | -11.6% | -5.4% |
| 3M | +37.4% | +13.4% | +24.1% | +30.1% |
| 6M | +88.1% | +3.1% | +85.0% | +81.7% |
| YTD | +50.3% | -6.9% | +57.2% | +48.3% |
| 1Y | +46.0% | +11.9% | +34.1% | +32.1% |
| 3Y | +98.7% | -33.8% | +132.5% | +113.0% |
| 5Y | +3.5% | -69.0% | +72.5% | +78.4% |
| All | +29.8% | -51.9% | +81.8% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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