+14.7%
SNOW vs ES
+4.8%
+9.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.2% | -0.1% | +0.2% | +0.1% |
| 30D | -21.1% | +5.7% | -26.8% | -21.6% |
| 3M | -11.9% | -2.8% | -9.1% | -11.7% |
| 6M | +91.0% | +7.0% | +84.0% | +89.0% |
| YTD | +32.7% | +6.8% | +25.9% | +30.9% |
| 1Y | +10.8% | -0.5% | +11.2% | +10.3% |
| 3Y | +86.2% | +47.2% | +39.0% | +71.9% |
| 5Y | -22.7% | +2.3% | -25.0% | -24.2% |
| All | +14.7% | +4.8% | +9.8% | +8.2% |
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