+17.6%
SNOW vs ENB
+124.5%
-106.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +10.8% | 0.0% | +10.8% | +10.8% |
| 30D | -16.5% | +1.4% | -17.9% | -17.1% |
| 3M | -10.1% | -5.2% | -4.9% | -8.3% |
| 6M | +96.5% | -9.9% | +106.5% | +103.5% |
| YTD | +36.2% | +4.7% | +31.5% | +29.1% |
| 1Y | +10.7% | +2.8% | +7.9% | +5.9% |
| 3Y | +86.2% | +71.3% | +14.9% | +29.2% |
| 5Y | -22.7% | +58.6% | -81.3% | -43.1% |
| All | +17.6% | +124.5% | -106.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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