+94.8%
SNOW vs INDA
+8.1%
+86.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +8.4% | -2.6% | +11.0% | +9.8% |
| 30D | -1.0% | -2.9% | +2.0% | +0.5% |
| 3M | +38.3% | +2.4% | +35.9% | +36.4% |
| 6M | +81.3% | -2.6% | +83.9% | +83.3% |
| YTD | +51.1% | -10.0% | +61.1% | +60.3% |
| 1Y | +47.0% | -7.7% | +54.6% | +53.0% |
| All | +94.8% | +8.1% | +86.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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