+3.6%
SNOW vs ESI
+74.4%
-70.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +8.4% | +3.9% | +4.5% | +6.3% |
| 30D | -1.0% | -3.8% | +2.8% | +0.7% |
| 3M | +38.3% | -13.1% | +51.4% | +44.1% |
| 6M | +81.3% | +11.3% | +70.0% | +55.2% |
| YTD | +51.1% | +44.1% | +7.0% | +7.2% |
| 1Y | +47.0% | +40.3% | +6.6% | +4.8% |
| 3Y | +99.7% | +84.1% | +15.7% | +9.7% |
| 5Y | +3.6% | +75.8% | -72.2% | -38.1% |
| All | +3.6% | +74.4% | -70.8% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling