+83.4%
SNOW vs EXE
+21.0%
+62.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +5.5% | +5.3% | +0.2% | +3.9% |
| 30D | -13.2% | -2.2% | -11.0% | -12.7% |
| 3M | -13.7% | -5.9% | -7.9% | -12.4% |
| 6M | +91.0% | -5.7% | +96.7% | +93.4% |
| YTD | +32.7% | -17.8% | +50.5% | +39.4% |
| 1Y | +13.3% | -23.1% | +36.4% | +22.0% |
| 3Y | +83.4% | +21.2% | +62.2% | +70.5% |
| All | +83.4% | +21.0% | +62.4% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling