+14.6%
SNOW vs EL
-44.3%
+58.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | +5.5% | +1.5% | +3.9% | +4.9% |
| 30D | -13.2% | +10.0% | -23.2% | -16.0% |
| 3M | -13.7% | +28.4% | -42.2% | -21.7% |
| 6M | +91.0% | +37.1% | +53.9% | +67.6% |
| YTD | +32.7% | +7.8% | +24.8% | +24.1% |
| 1Y | +13.3% | +26.0% | -12.8% | -1.1% |
| 3Y | +83.4% | +3.8% | +79.5% | +56.2% |
| 5Y | -24.7% | -65.2% | +40.5% | +24.4% |
| All | +14.6% | -44.3% | +58.9% | +65.3% |
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