+14.7%
SNOW vs FIVE
+89.8%
-75.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +3.3% |
| 7D | +0.2% | +6.2% | -6.0% | -2.3% |
| 30D | -21.1% | +18.2% | -39.3% | -26.4% |
| 3M | -11.9% | +3.8% | -15.7% | -14.1% |
| 6M | +91.0% | +13.7% | +77.2% | +77.9% |
| YTD | +32.7% | +34.7% | -2.0% | +14.2% |
| 1Y | +10.8% | +66.6% | -55.9% | -13.4% |
| 3Y | +86.2% | +44.3% | +41.9% | +44.9% |
| 5Y | -22.7% | +18.8% | -41.5% | -38.0% |
| All | +14.7% | +89.8% | -75.2% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling