+46.5%
SNOW vs ET
+33.4%
+13.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.4% |
| 7D | -2.4% | +0.2% | -2.7% | -2.4% |
| 30D | -1.0% | +2.9% | -3.8% | -0.3% |
| 3M | +36.9% | +16.8% | +20.1% | +41.1% |
| 6M | +83.4% | +18.9% | +64.5% | +88.6% |
| YTD | +50.0% | +37.7% | +12.3% | +58.9% |
| 1Y | +46.5% | +32.4% | +14.1% | +49.3% |
| All | +46.5% | +33.4% | +13.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling