+110.9%
SNOW vs M
+123.1%
-12.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.9% |
| 7D | +2.8% | +4.7% | -1.9% | +1.8% |
| 30D | +6.4% | -9.6% | +16.1% | +8.6% |
| 3M | +38.1% | +0.9% | +37.2% | +37.1% |
| 6M | +100.4% | +22.3% | +78.1% | +91.1% |
| YTD | +53.7% | +6.5% | +47.2% | +50.0% |
| 1Y | +52.0% | +38.8% | +13.2% | +39.3% |
| All | +110.9% | +123.1% | -12.1% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling