+17.6%
SNOW vs MET
+227.3%
-209.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +10.8% | +2.1% | +8.7% | +10.0% |
| 30D | -16.5% | +1.8% | -18.3% | -17.1% |
| 3M | -10.1% | +6.0% | -16.1% | -12.1% |
| 6M | +96.5% | +31.1% | +65.4% | +76.6% |
| YTD | +36.2% | +32.6% | +3.6% | +21.5% |
| 1Y | +10.7% | +30.5% | -19.8% | -0.7% |
| 3Y | +86.2% | +83.6% | +2.7% | +49.9% |
| 5Y | -22.7% | +84.2% | -106.9% | -37.2% |
| All | +17.6% | +227.3% | -209.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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