+17.6%
SNOW vs IT
+41.4%
-23.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +10.8% | -3.7% | +14.5% | +12.8% |
| 30D | -16.5% | -3.1% | -13.4% | -16.9% |
| 3M | -10.1% | +6.3% | -16.4% | -15.8% |
| 6M | +96.5% | +24.8% | +71.8% | +62.5% |
| YTD | +36.2% | -24.4% | +60.5% | +49.3% |
| 1Y | +10.7% | -17.1% | +27.8% | +14.4% |
| 3Y | +86.2% | -53.6% | +139.9% | +167.3% |
| 5Y | -22.7% | -42.5% | +19.8% | -11.1% |
| All | +17.6% | +41.4% | -23.7% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling