+32.1%
SNOW vs NI
+131.0%
-98.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | +4.9% | +2.3% | +2.6% | +4.9% |
| 30D | +1.5% | -1.7% | +3.2% | +1.5% |
| 3M | +39.5% | -8.0% | +47.5% | +39.8% |
| 6M | +85.9% | -8.6% | +94.5% | +85.9% |
| YTD | +52.9% | +2.3% | +50.6% | +51.4% |
| 1Y | +48.1% | +6.9% | +41.2% | +46.0% |
| 3Y | +102.2% | +70.6% | +31.6% | +100.2% |
| 5Y | +5.5% | +96.4% | -90.9% | +12.4% |
| All | +32.1% | +131.0% | -98.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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