+17.6%
SNOW vs EL
-44.9%
+62.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +10.8% | +2.7% | +8.2% | +9.9% |
| 30D | -16.5% | +10.8% | -27.3% | -19.5% |
| 3M | -10.1% | +26.5% | -36.6% | -18.0% |
| 6M | +96.5% | +31.1% | +65.4% | +75.3% |
| YTD | +36.2% | +6.6% | +29.5% | +27.9% |
| 1Y | +10.7% | +21.8% | -11.1% | -2.0% |
| 3Y | +86.2% | +1.8% | +84.5% | +60.1% |
| 5Y | -22.7% | -65.6% | +42.9% | +28.2% |
| All | +17.6% | -44.9% | +62.6% | +70.4% |
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