+30.5%
SNOW vs IR
+102.4%
-71.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.1% |
| 7D | +8.4% | -1.9% | +10.3% | +9.5% |
| 30D | -1.0% | -15.0% | +14.1% | +7.9% |
| 3M | +38.3% | -0.4% | +38.7% | +36.8% |
| 6M | +81.3% | -15.0% | +96.3% | +93.1% |
| YTD | +51.1% | -7.1% | +58.2% | +49.7% |
| 1Y | +47.0% | -7.5% | +54.5% | +45.0% |
| 3Y | +99.7% | +6.3% | +93.5% | +72.3% |
| 5Y | +3.6% | +37.3% | -33.7% | -26.9% |
| All | +30.5% | +102.4% | -71.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling