-18.4%
SNOW vs EXPE
+42.3%
-60.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +0.8% |
| 7D | +3.7% | -17.8% | +21.4% | +12.4% |
| 30D | -16.4% | -3.2% | -13.2% | -16.6% |
| 3M | -9.9% | -19.0% | +9.1% | -3.7% |
| 6M | +98.8% | +17.7% | +81.1% | +76.5% |
| YTD | +37.3% | -7.8% | +45.1% | +34.7% |
| 1Y | +11.0% | -1.4% | +12.4% | +5.1% |
| 3Y | +87.8% | +121.9% | -34.1% | +4.6% |
| 5Y | -18.4% | +44.3% | -62.7% | -42.2% |
| All | -18.4% | +42.3% | -60.7% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling