+52.0%
SNOW vs M
+46.1%
+5.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.9% |
| 7D | +2.8% | +4.7% | -1.9% | +1.9% |
| 30D | +6.4% | -9.6% | +16.1% | +8.4% |
| 3M | +38.1% | +0.9% | +37.2% | +37.0% |
| 6M | +100.4% | +22.3% | +78.1% | +94.4% |
| YTD | +53.7% | +6.5% | +47.2% | +51.0% |
| 1Y | +52.0% | +38.8% | +13.2% | +38.7% |
| All | +52.0% | +46.1% | +5.8% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling