+14.6%
SNOW vs EW
+28.0%
-13.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.2% |
| 7D | +5.5% | +4.9% | +0.6% | +3.0% |
| 30D | -13.2% | +23.9% | -37.1% | -22.1% |
| 3M | -13.7% | +15.8% | -29.5% | -20.2% |
| 6M | +91.0% | +31.7% | +59.3% | +65.4% |
| YTD | +32.7% | +25.7% | +7.0% | +16.7% |
| 1Y | +13.3% | +24.4% | -11.2% | -0.1% |
| 3Y | +83.4% | +65.9% | +17.5% | +20.2% |
| 5Y | -24.7% | -7.6% | -17.1% | -26.9% |
| All | +14.6% | +28.0% | -13.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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