+32.8%
SNOW vs EXC
+109.9%
-77.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +6.4% | -3.7% | +10.1% | +6.6% |
| 3M | +38.1% | -1.3% | +39.4% | +38.0% |
| 6M | +100.4% | -9.7% | +110.1% | +101.7% |
| YTD | +53.7% | +2.9% | +50.8% | +52.6% |
| 1Y | +52.0% | +4.4% | +47.6% | +50.4% |
| 3Y | +114.7% | +22.2% | +92.4% | +104.8% |
| 5Y | +8.8% | +46.7% | -37.9% | +0.3% |
| All | +32.8% | +109.9% | -77.1% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling