+93.3%
SNOW vs MKTX
-25.3%
+118.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.0% | +0.7% | -1.7% | -1.1% |
| 3M | +36.9% | +40.8% | -3.9% | +31.9% |
| 6M | +83.4% | -8.0% | +91.3% | +80.5% |
| YTD | +50.0% | -8.7% | +58.7% | +47.2% |
| 1Y | +46.5% | -11.8% | +58.4% | +44.5% |
| 3Y | +93.3% | -24.0% | +117.4% | +87.4% |
| All | +93.3% | -25.3% | +118.6% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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