+16.5%
SNOW vs EXC
+119.0%
-102.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -19.8% | +9.0% | -28.9% | -20.1% |
| 3M | -11.6% | +3.3% | -14.9% | -11.7% |
| 6M | +94.0% | +5.7% | +88.3% | +92.9% |
| YTD | +34.8% | +7.3% | +27.5% | +33.6% |
| 1Y | +10.1% | +2.9% | +7.2% | +9.7% |
| 3Y | +84.4% | +29.3% | +55.1% | +75.1% |
| 5Y | -18.1% | +40.1% | -58.1% | -23.8% |
| All | +16.5% | +119.0% | -102.5% | -6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling