+4.1%
SNOW vs NSC
+44.4%
-40.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +8.4% | -2.0% | +10.4% | +9.1% |
| 30D | -1.0% | -3.2% | +2.2% | +0.1% |
| 3M | +38.3% | +3.9% | +34.4% | +35.8% |
| 6M | +81.3% | +7.8% | +73.5% | +72.2% |
| YTD | +51.1% | +13.4% | +37.7% | +39.0% |
| 1Y | +47.0% | +20.3% | +26.6% | +30.6% |
| 3Y | +99.7% | +76.1% | +23.7% | +40.2% |
| All | +4.1% | +44.4% | -40.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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