+32.1%
SNOW vs ITOT
+136.8%
-104.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.5% |
| 7D | +4.9% | +0.7% | +4.3% | +3.9% |
| 30D | +1.5% | -1.1% | +2.6% | +3.9% |
| 3M | +39.5% | +3.9% | +35.6% | +30.2% |
| 6M | +85.9% | +14.7% | +71.2% | +44.1% |
| YTD | +52.9% | +13.3% | +39.6% | +21.9% |
| 1Y | +48.1% | +19.1% | +29.0% | +7.9% |
| 3Y | +102.2% | +77.3% | +24.8% | -29.4% |
| 5Y | +5.5% | +74.1% | -68.6% | -58.4% |
| All | +32.1% | +136.8% | -104.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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