+29.8%
SNOW vs IT
+26.4%
+3.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.8% |
| 7D | -7.5% | -12.7% | +5.2% | -0.4% |
| 30D | -1.3% | -8.9% | +7.6% | +3.7% |
| 3M | +37.4% | +10.1% | +27.3% | +25.4% |
| 6M | +88.1% | +7.3% | +80.8% | +74.7% |
| YTD | +50.3% | -32.4% | +82.7% | +80.8% |
| 1Y | +46.0% | -26.6% | +72.6% | +64.6% |
| 3Y | +98.7% | -51.8% | +150.5% | +178.4% |
| 5Y | +3.5% | -45.6% | +49.1% | +29.4% |
| All | +29.8% | +26.4% | +3.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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