+29.8%
SNOW vs EQX
-4.7%
+34.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.5% | +0.3% |
| 7D | -7.5% | -7.0% | -0.5% | -6.4% |
| 30D | -1.3% | +4.8% | -6.2% | -2.2% |
| 3M | +37.4% | +25.6% | +11.8% | +31.8% |
| 6M | +88.1% | -25.8% | +113.9% | +94.4% |
| YTD | +50.3% | -12.7% | +63.1% | +50.2% |
| 1Y | +46.0% | +14.1% | +31.9% | +38.7% |
| 3Y | +98.7% | +165.7% | -67.1% | +57.6% |
| 5Y | +3.5% | +81.2% | -77.7% | -14.9% |
| All | +29.8% | -4.7% | +34.6% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling