+32.8%
SNOW vs ENB
+133.8%
-101.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.1% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | +6.4% | -2.2% | +8.7% | +7.4% |
| 3M | +38.1% | -10.5% | +48.6% | +44.4% |
| 6M | +100.4% | -5.1% | +105.5% | +102.4% |
| YTD | +53.7% | +9.0% | +44.8% | +43.6% |
| 1Y | +52.0% | +8.2% | +43.7% | +42.0% |
| 3Y | +114.7% | +67.8% | +46.9% | +52.2% |
| 5Y | +8.8% | +69.4% | -60.6% | -22.4% |
| All | +32.8% | +133.8% | -101.0% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling