+29.6%
SNOW vs ETN
+353.3%
-323.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.9% |
| 7D | -2.4% | +3.5% | -6.0% | -3.9% |
| 30D | -1.0% | -7.5% | +6.5% | +2.2% |
| 3M | +36.9% | +8.3% | +28.5% | +29.8% |
| 6M | +83.4% | +20.2% | +63.2% | +58.6% |
| YTD | +50.0% | +34.7% | +15.3% | +20.7% |
| 1Y | +46.5% | +19.4% | +27.1% | +25.9% |
| 3Y | +93.3% | +85.5% | +7.8% | +23.3% |
| 5Y | +3.3% | +186.6% | -183.3% | -51.5% |
| All | +29.6% | +353.3% | -323.7% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling