+32.8%
SNOW vs NEM
+124.0%
-91.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.2% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +6.4% | +23.1% | -16.7% | +3.6% |
| 3M | +38.1% | +18.5% | +19.6% | +34.8% |
| 6M | +100.4% | +7.8% | +92.6% | +96.7% |
| YTD | +53.7% | +29.1% | +24.6% | +47.0% |
| 1Y | +52.0% | +72.7% | -20.7% | +39.0% |
| 3Y | +114.7% | +248.7% | -134.1% | +77.6% |
| 5Y | +8.8% | +148.7% | -139.9% | -8.3% |
| All | +32.8% | +124.0% | -91.2% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling