+29.6%
SNOW vs NEM
+121.8%
-92.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -1.0% | +7.8% | -8.8% | -1.9% |
| 3M | +36.9% | +30.2% | +6.6% | +32.2% |
| 6M | +83.4% | +9.6% | +73.7% | +79.5% |
| YTD | +50.0% | +27.8% | +22.2% | +43.7% |
| 1Y | +46.5% | +60.7% | -14.2% | +35.4% |
| 3Y | +93.3% | +245.3% | -152.0% | +60.2% |
| 5Y | +3.3% | +155.3% | -152.1% | -13.5% |
| All | +29.6% | +121.8% | -92.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling