+16.5%
SNOW vs EW
+24.3%
-7.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +0.2% | +9.3% | -9.0% | -4.2% |
| 30D | -19.8% | +22.1% | -41.9% | -27.6% |
| 3M | -11.6% | +13.0% | -24.7% | -17.3% |
| 6M | +94.0% | +30.1% | +63.9% | +68.9% |
| YTD | +34.8% | +22.0% | +12.8% | +20.4% |
| 1Y | +10.1% | +23.7% | -13.6% | -2.6% |
| 3Y | +84.4% | +62.0% | +22.4% | +22.2% |
| 5Y | -18.1% | -12.4% | -5.7% | -18.8% |
| All | +16.5% | +24.3% | -7.8% | +7.6% |
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