+14.6%
SNOW vs IT
+42.3%
-27.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | +5.5% | +1.1% | +4.4% | +4.9% |
| 30D | -13.2% | -1.8% | -11.3% | -14.2% |
| 3M | -13.7% | +4.8% | -18.6% | -18.5% |
| 6M | +91.0% | +33.0% | +58.0% | +52.3% |
| YTD | +32.7% | -23.8% | +56.5% | +45.0% |
| 1Y | +13.3% | -16.5% | +29.8% | +16.6% |
| 3Y | +83.4% | -53.6% | +137.0% | +163.6% |
| 5Y | -24.7% | -42.1% | +17.4% | -13.7% |
| All | +14.6% | +42.3% | -27.7% | +21.5% |
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