+32.8%
SNOW vs EOG
+391.8%
-359.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +2.8% | +1.3% | +1.5% | +2.6% |
| 30D | +6.4% | +8.2% | -1.7% | +5.2% |
| 3M | +38.1% | +3.8% | +34.3% | +37.0% |
| 6M | +100.4% | +15.3% | +85.1% | +95.7% |
| YTD | +53.7% | +41.7% | +12.0% | +45.6% |
| 1Y | +52.0% | +23.6% | +28.4% | +46.7% |
| 3Y | +114.7% | +23.3% | +91.4% | +105.6% |
| 5Y | +8.8% | +170.4% | -161.7% | -4.7% |
| All | +32.8% | +391.8% | -359.0% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling