+14.6%
SNOW vs ESI
+209.8%
-195.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +5.5% | +5.5% | 0.0% | +3.0% |
| 30D | -13.2% | -7.8% | -5.4% | -10.1% |
| 3M | -13.7% | -15.0% | +1.3% | -7.9% |
| 6M | +91.0% | -24.9% | +115.9% | +109.3% |
| YTD | +32.7% | +33.2% | -0.6% | +2.1% |
| 1Y | +13.3% | +24.9% | -11.7% | -10.2% |
| 3Y | +83.4% | +77.8% | +5.6% | +13.7% |
| 5Y | -24.7% | +37.1% | -61.8% | -49.2% |
| All | +14.6% | +209.8% | -195.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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