+81.3%
SNOW vs ETN
+22.0%
+59.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.7% |
| 7D | +8.4% | +6.2% | +2.1% | +10.3% |
| 30D | -1.0% | -6.7% | +5.7% | -3.2% |
| 3M | +38.3% | +3.6% | +34.7% | +40.6% |
| 6M | +81.3% | +18.3% | +63.0% | +98.3% |
| All | +81.3% | +22.0% | +59.3% | +98.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling