+8.6%
SNOW vs M
+308.9%
-300.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +6.9% | +3.4% |
| 7D | -9.9% | -4.3% | -5.6% | -9.1% |
| 30D | -17.1% | +1.3% | -18.4% | -17.6% |
| 3M | -13.2% | -7.4% | -5.9% | -12.2% |
| 6M | +97.4% | +18.3% | +79.1% | +88.4% |
| YTD | +25.8% | +7.6% | +18.2% | +21.6% |
| 1Y | +4.2% | +17.4% | -13.2% | -1.5% |
| 3Y | +91.3% | +108.4% | -17.0% | +50.3% |
| 5Y | -24.4% | -10.6% | -13.8% | -33.2% |
| All | +8.6% | +308.9% | -300.3% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling