+32.8%
SNOW vs EL
-48.2%
+81.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -6.4% |
| 7D | +2.8% | +0.8% | +2.0% | +2.4% |
| 30D | +6.4% | +19.8% | -13.4% | -0.8% |
| 3M | +38.1% | +25.7% | +12.4% | +26.1% |
| 6M | +100.4% | +5.4% | +94.9% | +92.1% |
| YTD | +53.7% | +0.2% | +53.5% | +47.9% |
| 1Y | +52.0% | +20.4% | +31.5% | +34.0% |
| 3Y | +114.7% | -32.1% | +146.8% | +131.9% |
| 5Y | +8.8% | -67.2% | +76.0% | +83.4% |
| All | +32.8% | -48.2% | +81.0% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling