+32.8%
SNOW vs ESI
+237.3%
-204.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.4% | -6.7% |
| 7D | +2.8% | +3.3% | -0.5% | +1.3% |
| 30D | +6.4% | -5.9% | +12.3% | +9.1% |
| 3M | +38.1% | -14.1% | +52.2% | +44.1% |
| 6M | +100.4% | +6.6% | +93.8% | +79.3% |
| YTD | +53.7% | +45.0% | +8.7% | +14.5% |
| 1Y | +52.0% | +41.5% | +10.5% | +13.6% |
| 3Y | +114.7% | +78.8% | +35.9% | +34.8% |
| 5Y | +8.8% | +70.9% | -62.1% | -30.3% |
| All | +32.8% | +237.3% | -204.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling