+32.1%
SNOW vs M
+294.4%
-262.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +4.9% | +2.4% | +2.5% | +4.3% |
| 30D | +1.5% | -11.6% | +13.1% | +4.3% |
| 3M | +39.5% | +1.6% | +37.9% | +38.2% |
| 6M | +85.9% | +25.2% | +60.7% | +75.5% |
| YTD | +52.9% | +3.8% | +49.2% | +49.7% |
| 1Y | +48.1% | +36.3% | +11.8% | +35.6% |
| 3Y | +102.2% | +116.3% | -14.2% | +57.8% |
| 5Y | +5.5% | +28.2% | -22.7% | -6.3% |
| All | +32.1% | +294.4% | -262.2% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling