+111.6%
SNOW vs FIVE
+50.0%
+61.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.1% | -10.5% | -6.6% |
| 7D | +2.8% | +4.3% | -1.5% | +1.7% |
| 30D | +6.4% | +12.5% | -6.1% | +3.2% |
| 3M | +38.1% | +31.2% | +6.8% | +29.0% |
| 6M | +100.4% | +14.4% | +86.0% | +92.3% |
| YTD | +53.7% | +33.9% | +19.8% | +42.4% |
| 1Y | +52.0% | +65.1% | -13.1% | +33.8% |
| All | +111.6% | +50.0% | +61.5% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling