+32.8%
SNOW vs ETR
+175.1%
-142.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | +6.4% | +1.0% | +5.4% | +6.4% |
| 3M | +38.1% | -1.3% | +39.3% | +38.0% |
| 6M | +100.4% | +1.9% | +98.5% | +99.4% |
| YTD | +53.7% | +18.2% | +35.6% | +50.9% |
| 1Y | +52.0% | +24.7% | +27.3% | +48.5% |
| 3Y | +114.7% | +150.7% | -36.0% | +105.1% |
| 5Y | +8.8% | +127.0% | -118.3% | +5.4% |
| All | +32.8% | +175.1% | -142.4% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling