+52.0%
SNOW vs FIVE
+66.7%
-14.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.1% | -10.5% | -6.7% |
| 7D | +2.8% | +4.3% | -1.5% | +1.6% |
| 30D | +6.4% | +12.5% | -6.1% | +2.4% |
| 3M | +38.1% | +31.2% | +6.8% | +26.9% |
| 6M | +100.4% | +14.4% | +86.0% | +90.2% |
| YTD | +53.7% | +33.9% | +19.8% | +40.3% |
| 1Y | +52.0% | +65.1% | -13.1% | +31.1% |
| All | +52.0% | +66.7% | -14.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling