+5.5%
SNOW vs FIVE
+38.7%
-33.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +4.9% | +3.7% | +1.2% | +3.0% |
| 30D | +1.5% | +4.0% | -2.5% | -0.9% |
| 3M | +39.5% | +36.2% | +3.3% | +20.5% |
| 6M | +85.9% | +18.0% | +67.9% | +68.9% |
| YTD | +52.9% | +34.9% | +18.1% | +30.6% |
| 1Y | +48.1% | +67.9% | -19.8% | +13.3% |
| 3Y | +102.2% | +57.3% | +44.9% | +47.0% |
| 5Y | +5.5% | +39.5% | -34.1% | -12.7% |
| All | +5.5% | +38.7% | -33.2% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling