+14.6%
SNOW vs ENB
+125.7%
-111.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | +5.5% | +3.1% | +2.4% | +4.2% |
| 30D | -13.2% | +2.1% | -15.3% | -14.0% |
| 3M | -13.7% | -4.4% | -9.3% | -12.3% |
| 6M | +91.0% | -10.1% | +101.0% | +97.9% |
| YTD | +32.7% | +5.2% | +27.5% | +25.5% |
| 1Y | +13.3% | +4.2% | +9.0% | +7.5% |
| 3Y | +83.4% | +70.1% | +13.3% | +28.0% |
| 5Y | -24.7% | +59.4% | -84.1% | -44.7% |
| All | +14.6% | +125.7% | -111.1% | -21.9% |
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