+100.4%
SNOW vs EXPE
+37.3%
+63.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.9% |
| 7D | +2.8% | -9.5% | +12.3% | +5.9% |
| 30D | +6.4% | -6.6% | +13.0% | +8.0% |
| 3M | +38.1% | +31.4% | +6.7% | +19.0% |
| 6M | +100.4% | +35.2% | +65.2% | +68.5% |
| All | +100.4% | +37.3% | +63.1% | +68.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling