+9.5%
SNOW vs EXPD
+53.8%
-44.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -14.5% | +0.3% | -14.8% | -14.5% |
| 30D | -14.3% | +1.8% | -16.1% | -14.4% |
| 3M | -8.3% | +8.9% | -17.2% | -8.9% |
| 6M | +101.5% | +42.2% | +59.3% | +93.5% |
| YTD | +32.5% | +33.4% | -0.9% | +30.0% |
| 1Y | +9.5% | +47.2% | -37.7% | +7.2% |
| All | +9.5% | +53.8% | -44.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling