+3.5%
SNOW vs NEM
+153.1%
-149.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -7.5% | -3.3% | -4.2% | -7.1% |
| 30D | -1.3% | +7.8% | -9.2% | -2.2% |
| 3M | +37.4% | +36.3% | +1.2% | +32.5% |
| 6M | +88.1% | +6.6% | +81.5% | +85.1% |
| YTD | +50.3% | +27.1% | +23.2% | +44.6% |
| 1Y | +46.0% | +62.3% | -16.3% | +35.6% |
| 3Y | +98.7% | +245.1% | -146.4% | +68.8% |
| 5Y | +3.5% | +154.0% | -150.5% | -6.7% |
| All | +3.5% | +153.1% | -149.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling