+29.8%
SNOW vs INVH
+14.2%
+15.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.8% |
| 7D | -7.5% | -3.1% | -4.4% | -5.7% |
| 30D | -1.3% | -7.5% | +6.2% | +3.2% |
| 3M | +37.4% | -6.3% | +43.7% | +42.3% |
| 6M | +88.1% | +9.4% | +78.6% | +74.8% |
| YTD | +50.3% | +1.4% | +48.9% | +46.1% |
| 1Y | +46.0% | -4.1% | +50.1% | +46.8% |
| 3Y | +98.7% | -9.2% | +107.9% | +100.6% |
| 5Y | +3.5% | -19.6% | +23.1% | +14.9% |
| All | +29.8% | +14.2% | +15.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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