-25.6%
SNOW vs ES
+1.4%
-27.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.7% |
| 7D | -9.9% | +1.9% | -11.7% | -10.1% |
| 30D | -17.1% | +7.1% | -24.2% | -17.9% |
| 3M | -13.2% | -1.9% | -11.3% | -13.1% |
| 6M | +97.4% | +4.4% | +93.1% | +95.6% |
| YTD | +25.8% | +7.3% | +18.4% | +23.5% |
| 1Y | +4.2% | +2.1% | +2.1% | +3.1% |
| 3Y | +91.3% | +41.8% | +49.5% | +72.3% |
| All | -25.6% | +1.4% | -27.0% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling