+3.5%
SNOW vs NOC
+57.3%
-53.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -7.5% | -1.8% | -5.7% | -7.5% |
| 30D | -1.3% | -9.4% | +8.1% | -1.6% |
| 3M | +37.4% | -3.8% | +41.3% | +37.3% |
| 6M | +88.1% | -28.8% | +116.8% | +85.6% |
| YTD | +50.3% | -7.9% | +58.2% | +49.9% |
| 1Y | +46.0% | -9.0% | +55.0% | +45.6% |
| 3Y | +98.7% | +29.1% | +69.6% | +102.4% |
| 5Y | +3.5% | +58.9% | -55.4% | +3.0% |
| All | +3.5% | +57.3% | -53.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling