+47.0%
SNOW vs IR
-8.0%
+54.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | +8.4% | -1.9% | +10.3% | +8.3% |
| 30D | -1.0% | -15.0% | +14.1% | -1.5% |
| 3M | +38.3% | -0.4% | +38.7% | +38.5% |
| 6M | +81.3% | -15.0% | +96.3% | +81.3% |
| YTD | +51.1% | -7.1% | +58.2% | +49.9% |
| 1Y | +47.0% | -7.5% | +54.5% | +49.1% |
| All | +47.0% | -8.0% | +54.9% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling