+9.5%
SNOW vs EXE
-18.4%
+27.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | -14.5% | -4.7% | -9.9% | -14.3% |
| 30D | -14.3% | +1.0% | -15.3% | -14.4% |
| 3M | -8.3% | -5.6% | -2.6% | -8.0% |
| 6M | +101.5% | -12.3% | +113.8% | +102.4% |
| YTD | +32.5% | -19.5% | +52.0% | +32.6% |
| 1Y | +9.5% | -18.9% | +28.4% | +10.7% |
| All | +9.5% | -18.4% | +27.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling