-26.1%
SNOW vs EOG
+112.7%
-138.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | +5.5% | +7.6% | -2.1% | +4.5% |
| 30D | -13.2% | +3.4% | -16.5% | -13.6% |
| 3M | -13.7% | +12.7% | -26.5% | -15.4% |
| 6M | +91.0% | +19.0% | +72.0% | +85.2% |
| YTD | +32.7% | +55.6% | -22.9% | +22.4% |
| 1Y | +13.3% | +49.5% | -36.3% | +5.2% |
| 3Y | +83.4% | +43.2% | +40.2% | +70.1% |
| All | -26.1% | +112.7% | -138.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling