+32.8%
SNOW vs EXEL
+132.5%
-99.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +2.8% | +8.4% | -5.6% | +0.9% |
| 30D | +6.4% | +4.1% | +2.3% | +5.2% |
| 3M | +38.1% | +12.4% | +25.7% | +34.1% |
| 6M | +100.4% | +41.5% | +58.8% | +83.5% |
| YTD | +53.7% | +34.6% | +19.1% | +42.1% |
| 1Y | +52.0% | +57.9% | -5.9% | +34.4% |
| 3Y | +114.7% | +159.5% | -44.8% | +55.8% |
| 5Y | +8.8% | +198.5% | -189.7% | -26.1% |
| All | +32.8% | +132.5% | -99.7% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling