+9.5%
SNOW vs M
+36.6%
-27.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.6% | -9.1% | -2.3% |
| 7D | -14.5% | +8.3% | -22.8% | -15.2% |
| 30D | -14.3% | +14.2% | -28.4% | -15.6% |
| 3M | -8.3% | -1.1% | -7.2% | -7.7% |
| 6M | +101.5% | +36.6% | +64.9% | +94.5% |
| YTD | +32.5% | +19.8% | +12.7% | +28.4% |
| 1Y | +9.5% | +37.2% | -27.7% | +3.5% |
| All | +9.5% | +36.6% | -27.1% | +3.5% |
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