-18.6%
SNOW vs NET
+36.7%
-55.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | 0.0% |
| 7D | -14.5% | -16.4% | +1.9% | -5.1% |
| 30D | -14.3% | -25.8% | +11.6% | +2.1% |
| 3M | -8.3% | -11.5% | +3.3% | -3.1% |
| 6M | +101.5% | +18.9% | +82.6% | +73.4% |
| YTD | +32.5% | +35.2% | -2.7% | +3.5% |
| 1Y | +9.5% | +14.5% | -5.0% | -5.9% |
| 3Y | +93.7% | +313.8% | -220.1% | -28.5% |
| 5Y | -18.6% | +32.6% | -51.1% | -48.2% |
| All | -18.6% | +36.7% | -55.3% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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