+9.5%
SNOW vs NOC
-7.1%
+16.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.5% |
| 7D | -14.5% | -5.0% | -9.5% | -14.5% |
| 30D | -14.3% | +10.3% | -24.6% | -14.3% |
| 3M | -8.3% | -4.3% | -3.9% | -7.7% |
| 6M | +101.5% | -6.5% | +108.0% | +101.4% |
| YTD | +32.5% | -6.7% | +39.2% | +30.3% |
| 1Y | +9.5% | -7.5% | +17.0% | +7.8% |
| All | +9.5% | -7.1% | +16.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling