+3.3%
SNOW vs ETN
+185.4%
-182.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.0% |
| 7D | -2.4% | +3.5% | -6.0% | -4.1% |
| 30D | -1.0% | -7.5% | +6.5% | +2.4% |
| 3M | +36.9% | +8.3% | +28.5% | +29.2% |
| 6M | +83.4% | +20.2% | +63.2% | +56.3% |
| YTD | +50.0% | +34.7% | +15.3% | +17.9% |
| 1Y | +46.5% | +19.4% | +27.1% | +23.9% |
| 3Y | +93.3% | +85.5% | +7.8% | +13.6% |
| All | +3.3% | +185.4% | -182.1% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling