+10.1%
SNOW vs M
+26.3%
-16.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.2% | +5.0% | -4.8% | -0.4% |
| 30D | -19.8% | +10.6% | -30.5% | -20.9% |
| 3M | -11.6% | +1.6% | -13.2% | -11.6% |
| 6M | +94.0% | +30.8% | +63.2% | +87.4% |
| YTD | +34.8% | +16.9% | +17.9% | +30.7% |
| 1Y | +10.1% | +26.3% | -16.1% | +3.9% |
| All | +10.1% | +26.3% | -16.2% | +3.9% |
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