+32.8%
SNOW vs EXPD
+112.5%
-79.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | +2.8% | -1.1% | +3.9% | +3.4% |
| 30D | +6.4% | +4.1% | +2.3% | +4.5% |
| 3M | +38.1% | +17.9% | +20.2% | +27.5% |
| 6M | +100.4% | +29.2% | +71.2% | +75.9% |
| YTD | +53.7% | +27.4% | +26.4% | +34.6% |
| 1Y | +52.0% | +56.8% | -4.9% | +17.2% |
| 3Y | +114.7% | +68.0% | +46.6% | +54.0% |
| 5Y | +8.8% | +61.9% | -53.1% | -26.8% |
| All | +32.8% | +112.5% | -79.7% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling