+17.6%
SNOW vs LIN
+126.7%
-109.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.4% |
| 7D | +10.8% | +0.2% | +10.6% | +10.7% |
| 30D | -16.5% | +6.2% | -22.7% | -19.7% |
| 3M | -10.1% | +9.3% | -19.4% | -15.2% |
| 6M | +96.5% | +4.4% | +92.2% | +88.7% |
| YTD | +36.2% | +23.7% | +12.4% | +14.3% |
| 1Y | +10.7% | +23.5% | -12.8% | -7.0% |
| 3Y | +86.2% | +35.8% | +50.4% | +42.9% |
| 5Y | -22.7% | +65.9% | -88.6% | -51.2% |
| All | +17.6% | +126.7% | -109.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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