+32.8%
SNOW vs ES
+6.0%
+26.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +6.4% | -2.0% | +8.4% | +6.6% |
| 3M | +38.1% | +1.7% | +36.4% | +37.7% |
| 6M | +100.4% | -3.5% | +103.9% | +101.2% |
| YTD | +53.7% | +7.9% | +45.8% | +51.6% |
| 1Y | +52.0% | +17.2% | +34.8% | +47.5% |
| 3Y | +114.7% | +29.3% | +85.3% | +102.0% |
| 5Y | +8.8% | -5.7% | +14.5% | +6.1% |
| All | +32.8% | +6.0% | +26.8% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling