+83.4%
SNOW vs NEM
+252.4%
-169.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +5.5% | -6.4% | +11.9% | +6.3% |
| 30D | -13.2% | +1.4% | -14.6% | -13.4% |
| 3M | -13.7% | -0.7% | -13.0% | -13.7% |
| 6M | +91.0% | -4.5% | +95.5% | +91.1% |
| YTD | +32.7% | +14.0% | +18.6% | +29.6% |
| 1Y | +13.3% | +27.3% | -14.0% | +9.2% |
| 3Y | +83.4% | +250.5% | -167.1% | +82.3% |
| All | +83.4% | +252.4% | -169.0% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling