+32.8%
SNOW vs IT
+38.1%
-5.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -2.8% |
| 7D | +2.8% | -6.0% | +8.8% | +6.8% |
| 30D | +6.4% | 0.0% | +6.4% | +6.4% |
| 3M | +38.1% | +13.1% | +25.0% | +24.9% |
| 6M | +100.4% | +11.7% | +88.7% | +82.8% |
| YTD | +53.7% | -26.1% | +79.8% | +76.4% |
| 1Y | +52.0% | -21.3% | +73.2% | +64.9% |
| 3Y | +114.7% | -46.7% | +161.4% | +184.5% |
| 5Y | +8.8% | -40.5% | +49.3% | +29.7% |
| All | +32.8% | +38.1% | -5.3% | +47.9% |
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