+88.2%
SNOW vs EXPD
+76.1%
+12.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +10.8% | +3.6% | +7.2% | +9.9% |
| 30D | -16.5% | +0.3% | -16.8% | -16.5% |
| 3M | -10.1% | +6.1% | -16.2% | -11.3% |
| 6M | +96.5% | +27.4% | +69.2% | +85.2% |
| YTD | +36.2% | +32.0% | +4.2% | +26.4% |
| 1Y | +10.7% | +40.5% | -29.8% | +0.7% |
| All | +88.2% | +76.1% | +12.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling