+88.2%
SNOW vs EXEL
+234.5%
-146.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +10.8% | +1.6% | +9.2% | +10.7% |
| 30D | -16.5% | +17.4% | -33.9% | -17.6% |
| 3M | -10.1% | +38.6% | -48.7% | -12.7% |
| 6M | +96.5% | +41.2% | +55.3% | +90.7% |
| YTD | +36.2% | +59.3% | -23.2% | +30.3% |
| 1Y | +10.7% | +60.2% | -49.5% | +5.8% |
| All | +88.2% | +234.5% | -146.3% | +59.9% |
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