+16.5%
SNOW vs M
+344.3%
-327.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.2% | +5.0% | -4.8% | -0.9% |
| 30D | -19.8% | +10.6% | -30.5% | -21.8% |
| 3M | -11.6% | +1.6% | -13.2% | -12.4% |
| 6M | +94.0% | +30.8% | +63.2% | +81.2% |
| YTD | +34.8% | +16.9% | +17.9% | +28.0% |
| 1Y | +10.1% | +26.3% | -16.1% | +2.5% |
| 3Y | +84.4% | +158.6% | -74.2% | +38.0% |
| 5Y | -18.1% | +2.1% | -20.2% | -29.0% |
| All | +16.5% | +344.3% | -327.9% | +1.0% |
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