+9.5%
SNOW vs EXC
+1.0%
+8.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -0.8% |
| 7D | -14.5% | +3.3% | -17.8% | -13.2% |
| 30D | -14.3% | +13.3% | -27.6% | -9.7% |
| 3M | -8.3% | +1.8% | -10.1% | -7.2% |
| 6M | +101.5% | +1.1% | +100.4% | +105.2% |
| YTD | +32.5% | +9.0% | +23.5% | +36.6% |
| 1Y | +9.5% | +3.4% | +6.1% | +12.4% |
| All | +9.5% | +1.0% | +8.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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