-22.7%
SNOW vs EXC
+43.6%
-66.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.2% |
| 30D | -21.1% | +9.3% | -30.4% | -21.3% |
| 3M | -11.9% | +1.0% | -12.9% | -11.9% |
| 6M | +91.0% | +5.9% | +85.0% | +90.0% |
| YTD | +32.7% | +7.6% | +25.1% | +31.6% |
| 1Y | +10.8% | +2.4% | +8.3% | +10.4% |
| 3Y | +86.2% | +30.2% | +56.0% | +75.8% |
| 5Y | -22.7% | +41.4% | -64.1% | -36.6% |
| All | -22.7% | +43.6% | -66.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling