-25.6%
SNOW vs EXPD
+55.6%
-81.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.5% |
| 7D | -9.9% | -7.2% | -2.7% | -6.5% |
| 30D | -17.1% | -3.3% | -13.8% | -15.7% |
| 3M | -13.2% | +3.4% | -16.6% | -14.8% |
| 6M | +97.4% | +22.7% | +74.7% | +76.5% |
| YTD | +25.8% | +24.5% | +1.2% | +9.6% |
| 1Y | +4.2% | +38.6% | -34.4% | -15.2% |
| 3Y | +91.3% | +71.5% | +19.8% | +27.2% |
| All | -25.6% | +55.6% | -81.2% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling