+17.6%
SNOW vs EXPE
+170.8%
-153.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +10.8% | -4.2% | +15.0% | +12.4% |
| 30D | -16.5% | -4.5% | -12.0% | -16.2% |
| 3M | -10.1% | -19.7% | +9.6% | -4.5% |
| 6M | +96.5% | +18.3% | +78.3% | +78.2% |
| YTD | +36.2% | -7.3% | +43.5% | +34.2% |
| 1Y | +10.7% | -3.9% | +14.6% | +7.3% |
| 3Y | +86.2% | +123.0% | -36.8% | +20.3% |
| 5Y | -22.7% | +47.9% | -70.7% | -45.8% |
| All | +17.6% | +170.8% | -153.1% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling