+93.3%
SNOW vs EQX
+168.9%
-75.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.5% |
| 7D | -2.4% | -3.2% | +0.8% | -2.0% |
| 30D | -1.0% | +7.8% | -8.7% | -2.2% |
| 3M | +36.9% | +21.3% | +15.5% | +32.5% |
| 6M | +83.4% | -22.4% | +105.8% | +87.2% |
| YTD | +50.0% | -11.3% | +61.3% | +49.3% |
| 1Y | +46.5% | +13.5% | +33.0% | +40.0% |
| 3Y | +93.3% | +162.1% | -68.8% | +64.9% |
| All | +93.3% | +168.9% | -75.6% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling