+14.6%
SNOW vs ETR
+186.8%
-172.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +5.5% | +1.2% | +4.3% | +5.5% |
| 30D | -13.2% | +7.0% | -20.2% | -13.0% |
| 3M | -13.7% | +4.6% | -18.3% | -13.7% |
| 6M | +91.0% | +0.1% | +90.9% | +91.2% |
| YTD | +32.7% | +23.2% | +9.5% | +30.3% |
| 1Y | +13.3% | +20.6% | -7.3% | +11.5% |
| 3Y | +83.4% | +156.3% | -72.9% | +75.5% |
| 5Y | -24.7% | +159.6% | -184.3% | -25.9% |
| All | +14.6% | +186.8% | -172.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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