+13.3%
SNOW vs EW
+25.9%
-12.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | +5.5% | +4.9% | +0.6% | +4.4% |
| 30D | -13.2% | +23.9% | -37.1% | -17.0% |
| 3M | -13.7% | +15.8% | -29.5% | -16.3% |
| 6M | +91.0% | +31.7% | +59.3% | +79.8% |
| YTD | +32.7% | +25.7% | +7.0% | +25.7% |
| 1Y | +13.3% | +24.4% | -11.2% | +6.5% |
| All | +13.3% | +25.9% | -12.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling