+32.1%
SNOW vs INDA
+53.0%
-20.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +1.0% |
| 7D | +4.9% | -1.0% | +5.9% | +5.8% |
| 30D | +1.5% | -2.5% | +4.1% | +3.8% |
| 3M | +39.5% | +4.0% | +35.5% | +34.0% |
| 6M | +85.9% | -1.8% | +87.7% | +87.4% |
| YTD | +52.9% | -9.2% | +62.1% | +66.5% |
| 1Y | +48.1% | -7.2% | +55.3% | +57.0% |
| 3Y | +102.2% | +9.8% | +92.3% | +70.8% |
| 5Y | +5.5% | +7.5% | -2.0% | -8.8% |
| All | +32.1% | +53.0% | -20.9% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling