+32.8%
SNOW vs LIN
+107.2%
-74.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -4.8% |
| 7D | +2.8% | -2.1% | +4.9% | +4.1% |
| 30D | +6.4% | -2.4% | +8.8% | +7.9% |
| 3M | +38.1% | -5.6% | +43.7% | +42.0% |
| 6M | +100.4% | -3.4% | +103.8% | +100.7% |
| YTD | +53.7% | +13.1% | +40.6% | +36.7% |
| 1Y | +52.0% | +2.5% | +49.5% | +44.8% |
| 3Y | +114.7% | +27.6% | +87.1% | +70.6% |
| 5Y | +8.8% | +63.0% | -54.3% | -28.7% |
| All | +32.8% | +107.2% | -74.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling