+111.6%
SNOW vs LIN
+27.3%
+84.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -5.1% |
| 7D | +2.8% | -2.1% | +4.9% | +3.4% |
| 30D | +6.4% | -2.4% | +8.8% | +7.1% |
| 3M | +38.1% | -5.6% | +43.7% | +39.9% |
| 6M | +100.4% | -3.4% | +103.8% | +99.9% |
| YTD | +53.7% | +13.1% | +40.6% | +40.1% |
| 1Y | +52.0% | +2.5% | +49.5% | +46.8% |
| All | +111.6% | +27.3% | +84.3% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling