+29.8%
SNOW vs ESI
+220.0%
-190.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.4% |
| 7D | -7.5% | -2.3% | -5.2% | -6.7% |
| 30D | -1.3% | -9.0% | +7.7% | +2.7% |
| 3M | +37.4% | -13.3% | +50.7% | +42.6% |
| 6M | +88.1% | +5.3% | +82.8% | +69.0% |
| YTD | +50.3% | +37.6% | +12.7% | +14.5% |
| 1Y | +46.0% | +33.6% | +12.4% | +12.0% |
| 3Y | +98.7% | +75.8% | +22.9% | +25.0% |
| 5Y | +3.5% | +68.6% | -65.1% | -32.5% |
| All | +29.8% | +220.0% | -190.2% | -15.9% |
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