+32.1%
SNOW vs ET
+490.7%
-458.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | +1.5% | +6.9% | -5.3% | -1.1% |
| 3M | +39.5% | +13.1% | +26.4% | +32.7% |
| 6M | +85.9% | +18.7% | +67.2% | +72.7% |
| YTD | +52.9% | +37.4% | +15.5% | +33.6% |
| 1Y | +48.1% | +34.8% | +13.3% | +30.2% |
| 3Y | +102.2% | +96.8% | +5.4% | +56.7% |
| 5Y | +5.5% | +238.2% | -232.8% | -27.9% |
| All | +32.1% | +490.7% | -458.6% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling