+30.5%
SNOW vs EXC
+110.2%
-79.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +8.4% | +0.3% | +8.1% | +8.4% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | +38.3% | -2.7% | +41.0% | +38.4% |
| 6M | +81.3% | -9.4% | +90.7% | +82.5% |
| YTD | +51.1% | +3.0% | +48.1% | +50.0% |
| 1Y | +47.0% | +5.1% | +41.8% | +45.3% |
| 3Y | +99.7% | +20.6% | +79.1% | +91.3% |
| 5Y | +3.6% | +45.7% | -42.1% | -4.4% |
| All | +30.5% | +110.2% | -79.6% | +5.2% |
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