+32.8%
SNOW vs EXPE
+209.1%
-176.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.8% |
| 7D | +2.8% | -9.5% | +12.3% | +6.6% |
| 30D | +6.4% | -6.6% | +13.0% | +8.6% |
| 3M | +38.1% | +31.4% | +6.7% | +22.4% |
| 6M | +100.4% | +35.2% | +65.2% | +75.2% |
| YTD | +53.7% | +5.8% | +47.9% | +46.6% |
| 1Y | +52.0% | +38.7% | +13.3% | +28.6% |
| 3Y | +114.7% | +175.8% | -61.1% | +29.0% |
| 5Y | +8.8% | +111.8% | -103.1% | -26.6% |
| All | +32.8% | +209.1% | -176.3% | -8.1% |
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