+91.3%
SNOW vs M
+100.8%
-9.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +6.9% | +3.2% |
| 7D | -9.9% | -4.3% | -5.6% | -9.2% |
| 30D | -17.1% | +1.3% | -18.4% | -17.5% |
| 3M | -13.2% | -7.4% | -5.9% | -12.2% |
| 6M | +97.4% | +18.3% | +79.1% | +89.3% |
| YTD | +25.8% | +7.6% | +18.2% | +22.2% |
| 1Y | +4.2% | +17.4% | -13.2% | -0.9% |
| 3Y | +91.3% | +108.4% | -17.0% | +62.9% |
| All | +91.3% | +100.8% | -9.5% | +62.9% |
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 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