+32.8%
SNOW vs EW
+7.4%
+25.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +6.4% | +1.0% | +5.4% | +5.7% |
| 3M | +38.1% | +2.8% | +35.3% | +35.7% |
| 6M | +100.4% | +5.5% | +94.9% | +93.8% |
| YTD | +53.7% | +5.5% | +48.3% | +48.2% |
| 1Y | +52.0% | +11.0% | +40.9% | +41.7% |
| 3Y | +114.7% | +17.7% | +97.0% | +74.2% |
| 5Y | +8.8% | -25.7% | +34.5% | +16.6% |
| All | +32.8% | +7.4% | +25.4% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling