+86.2%
SNOW vs EXC
+28.9%
+57.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.5% |
| 7D | +0.2% | -1.7% | +1.9% | -0.3% |
| 30D | -21.1% | +9.3% | -30.4% | -19.1% |
| 3M | -11.9% | +1.0% | -12.9% | -11.4% |
| 6M | +91.0% | +5.9% | +85.0% | +94.1% |
| YTD | +32.7% | +7.6% | +25.1% | +35.6% |
| 1Y | +10.8% | +2.4% | +8.3% | +12.3% |
| 3Y | +86.2% | +30.2% | +56.0% | +94.3% |
| All | +86.2% | +28.9% | +57.3% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling