+30.5%
SNOW vs EXPE
+182.7%
-152.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +8.4% | -11.5% | +19.9% | +13.2% |
| 30D | -1.0% | -13.1% | +12.1% | +3.7% |
| 3M | +38.3% | +18.1% | +20.2% | +27.5% |
| 6M | +81.3% | +13.3% | +68.0% | +69.7% |
| YTD | +51.1% | -3.2% | +54.3% | +48.8% |
| 1Y | +47.0% | +26.1% | +20.8% | +28.7% |
| 3Y | +99.7% | +151.7% | -52.0% | +24.1% |
| 5Y | +3.6% | +88.3% | -84.7% | -27.7% |
| All | +30.5% | +182.7% | -152.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling