+10.2%
SNOW vs EXE
+191.4%
-181.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -5.1% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +6.4% | +8.5% | -2.0% | +4.1% |
| 3M | +38.1% | +5.5% | +32.6% | +35.8% |
| 6M | +100.4% | -5.9% | +106.3% | +102.7% |
| YTD | +53.7% | -9.7% | +63.4% | +56.6% |
| 1Y | +52.0% | +3.6% | +48.4% | +48.0% |
| 3Y | +114.7% | +18.0% | +96.6% | +101.5% |
| 5Y | +8.8% | +109.4% | -100.7% | -12.5% |
| All | +10.2% | +191.4% | -181.1% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling