+29.6%
SNOW vs EXEL
+121.1%
-91.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.4% |
| 30D | -1.0% | +11.4% | -12.4% | -3.5% |
| 3M | +36.9% | +4.9% | +32.0% | +35.0% |
| 6M | +83.4% | +34.4% | +48.9% | +69.7% |
| YTD | +50.0% | +28.0% | +21.9% | +40.2% |
| 1Y | +46.5% | +43.6% | +2.9% | +32.5% |
| 3Y | +93.3% | +155.2% | -61.9% | +40.2% |
| 5Y | +3.3% | +181.2% | -177.9% | -29.0% |
| All | +29.6% | +121.1% | -91.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling