-25.6%
SNOW vs LIN
+64.4%
-90.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.1% |
| 7D | -9.9% | +0.2% | -10.1% | -10.1% |
| 30D | -17.1% | +6.5% | -23.6% | -20.8% |
| 3M | -13.2% | +5.5% | -18.7% | -16.8% |
| 6M | +97.4% | +3.3% | +94.1% | +89.2% |
| YTD | +25.8% | +22.0% | +3.7% | +3.5% |
| 1Y | +4.2% | +25.7% | -21.5% | -16.5% |
| 3Y | +91.3% | +36.2% | +55.1% | +37.4% |
| All | -25.6% | +64.4% | -90.0% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling