-26.1%
SNOW vs ETR
+157.6%
-183.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 3M | -13.7% | +4.6% | -18.3% | -13.8% |
| 6M | +91.0% | +0.1% | +90.9% | +91.1% |
| YTD | +32.7% | +23.2% | +9.5% | +28.3% |
| 1Y | +13.3% | +20.6% | -7.3% | +9.9% |
| 3Y | +83.4% | +156.3% | -72.9% | +62.7% |
| All | -26.1% | +157.6% | -183.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling