+93.3%
SNOW vs LYB
-23.1%
+116.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -1.0% | +2.5% | -3.4% | -1.6% |
| 3M | +36.9% | +1.4% | +35.5% | +36.0% |
| 6M | +83.4% | -3.5% | +86.8% | +81.4% |
| YTD | +50.0% | +52.0% | -2.0% | +30.7% |
| 1Y | +46.5% | +22.1% | +24.5% | +36.7% |
| 3Y | +93.3% | -22.8% | +116.1% | +107.0% |
| All | +93.3% | -23.1% | +116.5% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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