+47.0%
SNOW vs EW
+7.5%
+39.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +8.4% | -5.1% | +13.5% | +9.5% |
| 30D | -1.0% | -6.4% | +5.4% | +0.3% |
| 3M | +38.3% | -1.6% | +39.9% | +38.1% |
| 6M | +81.3% | +2.3% | +79.0% | +79.1% |
| YTD | +51.1% | +1.1% | +50.0% | +50.5% |
| 1Y | +47.0% | +8.0% | +39.0% | +43.9% |
| All | +47.0% | +7.5% | +39.5% | +43.9% |
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