+31.4%
SNOW vs EOSE
-58.6%
+90.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | +8.4% | +15.0% | -6.6% | +6.5% |
| 30D | -1.0% | +2.5% | -3.4% | -1.8% |
| 3M | +38.3% | -33.7% | +72.0% | +42.4% |
| 6M | +81.3% | -32.7% | +114.0% | +82.6% |
| YTD | +51.1% | -63.8% | +114.9% | +59.9% |
| 1Y | +47.0% | -40.5% | +87.5% | +43.0% |
| 3Y | +99.7% | +50.4% | +49.4% | +53.2% |
| 5Y | +3.6% | -68.6% | +72.2% | -18.0% |
| All | +31.4% | -58.6% | +90.0% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling