+14.6%
SNOW vs NOC
+80.2%
-65.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +5.5% | +4.8% | +0.6% | +5.7% |
| 30D | -13.2% | +11.0% | -24.2% | -12.7% |
| 3M | -13.7% | -3.8% | -10.0% | -13.8% |
| 6M | +91.0% | +0.6% | +90.3% | +91.2% |
| YTD | +32.7% | -2.3% | +34.9% | +32.8% |
| 1Y | +13.3% | +0.3% | +13.0% | +13.6% |
| 3Y | +83.4% | +24.6% | +58.8% | +87.4% |
| 5Y | -24.7% | +66.0% | -90.7% | -19.9% |
| All | +14.6% | +80.2% | -65.6% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling