+102.2%
SNOW vs EXEL
+160.6%
-58.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +4.9% | +1.4% | +3.5% | +4.8% |
| 30D | +1.5% | +6.7% | -5.1% | +0.9% |
| 3M | +39.5% | +11.5% | +28.1% | +38.1% |
| 6M | +85.9% | +38.8% | +47.1% | +80.0% |
| YTD | +52.9% | +31.6% | +21.4% | +48.7% |
| 1Y | +48.1% | +53.0% | -4.9% | +42.0% |
| 3Y | +102.2% | +160.8% | -58.7% | +80.1% |
| All | +102.2% | +160.6% | -58.4% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling