+6.1%
SNOW vs LIN
+126.2%
-120.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.6% | -6.9% |
| 7D | -18.4% | +3.6% | -22.0% | -20.2% |
| 30D | -19.8% | +6.4% | -26.2% | -22.9% |
| 3M | -14.9% | +6.5% | -21.4% | -18.5% |
| 6M | +90.2% | +4.9% | +85.3% | +81.7% |
| YTD | +22.9% | +23.4% | -0.6% | +3.3% |
| 1Y | +1.8% | +26.3% | -24.5% | -15.9% |
| 3Y | +79.7% | +38.0% | +41.7% | +36.0% |
| 5Y | -26.1% | +68.0% | -94.1% | -53.4% |
| All | +6.1% | +126.2% | -120.0% | -35.4% |
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