+32.8%
SNOW vs NOC
+68.6%
-35.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.5% |
| 7D | +2.8% | -5.2% | +8.0% | +2.6% |
| 30D | +6.4% | -7.2% | +13.6% | +6.1% |
| 3M | +38.1% | -5.1% | +43.2% | +37.8% |
| 6M | +100.4% | -31.1% | +131.5% | +96.1% |
| YTD | +53.7% | -8.6% | +62.3% | +53.2% |
| 1Y | +52.0% | -9.7% | +61.7% | +51.4% |
| 3Y | +114.7% | +24.3% | +90.4% | +119.9% |
| 5Y | +8.8% | +52.6% | -43.9% | +15.1% |
| All | +32.8% | +68.6% | -35.8% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling