+102.2%
SNOW vs ESI
+82.9%
+19.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +4.9% | +5.4% | -0.5% | +3.3% |
| 30D | +1.5% | -4.2% | +5.7% | +2.7% |
| 3M | +39.5% | -9.6% | +49.1% | +40.9% |
| 6M | +85.9% | +18.3% | +67.6% | +59.8% |
| YTD | +52.9% | +45.8% | +7.1% | +16.3% |
| 1Y | +48.1% | +39.2% | +9.0% | +14.6% |
| 3Y | +102.2% | +86.3% | +15.9% | +30.6% |
| All | +102.2% | +82.9% | +19.3% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling