+86.2%
SNOW vs EW
+57.6%
+28.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +5.0% |
| 7D | +0.2% | +12.3% | -12.1% | -2.4% |
| 30D | -21.1% | +22.9% | -44.0% | -24.6% |
| 3M | -11.9% | +16.7% | -28.6% | -15.0% |
| 6M | +91.0% | +31.0% | +60.0% | +79.8% |
| YTD | +32.7% | +22.8% | +9.9% | +26.4% |
| 1Y | +10.8% | +25.6% | -14.8% | +4.9% |
| 3Y | +86.2% | +62.0% | +24.2% | +59.1% |
| All | +86.2% | +57.6% | +28.6% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling