+3.6%
SNOW vs EL
-68.4%
+72.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | +8.4% | -2.4% | +10.7% | +9.2% |
| 30D | -1.0% | +13.7% | -14.6% | -6.1% |
| 3M | +38.3% | +14.5% | +23.8% | +30.3% |
| 6M | +81.3% | +7.4% | +73.9% | +72.2% |
| YTD | +51.1% | -4.7% | +55.8% | +47.8% |
| 1Y | +47.0% | +12.9% | +34.0% | +32.1% |
| 3Y | +99.7% | -32.2% | +132.0% | +115.3% |
| 5Y | +3.6% | -68.4% | +72.0% | +109.1% |
| All | +3.6% | -68.4% | +72.0% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling