+17.6%
SNOW vs ES
+7.4%
+10.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +10.8% | -1.1% | +11.9% | +10.9% |
| 30D | -16.5% | +8.2% | -24.7% | -17.2% |
| 3M | -10.1% | +0.6% | -10.7% | -10.2% |
| 6M | +96.5% | +6.0% | +90.6% | +95.0% |
| YTD | +36.2% | +9.3% | +26.8% | +34.1% |
| 1Y | +10.7% | +1.1% | +9.6% | +10.2% |
| 3Y | +86.2% | +51.9% | +34.3% | +71.3% |
| 5Y | -22.7% | +6.5% | -29.2% | -24.2% |
| All | +17.6% | +7.4% | +10.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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