+30.4%
SNOW vs EOSE
-60.6%
+91.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -1.0% | -6.8% | +5.9% | -0.8% |
| 3M | +36.9% | -36.3% | +73.1% | +41.5% |
| 6M | +83.4% | -38.8% | +122.1% | +86.7% |
| YTD | +50.0% | -65.5% | +115.5% | +59.5% |
| 1Y | +46.5% | -45.3% | +91.8% | +43.9% |
| 3Y | +93.3% | +44.2% | +49.2% | +48.9% |
| 5Y | +3.3% | -69.5% | +72.8% | -18.0% |
| All | +30.4% | -60.6% | +91.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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