+14.6%
SNOW vs M
+337.6%
-323.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.9% |
| 7D | +5.5% | +7.0% | -1.5% | +3.9% |
| 30D | -13.2% | +8.9% | -22.1% | -15.0% |
| 3M | -13.7% | +4.5% | -18.2% | -15.0% |
| 6M | +91.0% | +36.2% | +54.8% | +76.8% |
| YTD | +32.7% | +15.1% | +17.5% | +26.4% |
| 1Y | +13.3% | +27.4% | -14.2% | +5.1% |
| 3Y | +83.4% | +160.1% | -76.8% | +37.0% |
| 5Y | -24.7% | -1.6% | -23.1% | -34.5% |
| All | +14.6% | +337.6% | -323.0% | -0.3% |
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