+32.8%
SNOW vs NSC
+66.0%
-33.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +2.8% | -5.5% | +8.3% | +4.6% |
| 30D | +6.4% | -3.2% | +9.6% | +7.4% |
| 3M | +38.1% | +7.7% | +30.4% | +34.4% |
| 6M | +100.4% | +4.5% | +95.9% | +94.6% |
| YTD | +53.7% | +15.6% | +38.1% | +42.5% |
| 1Y | +52.0% | +19.8% | +32.1% | +38.3% |
| 3Y | +114.7% | +70.1% | +44.6% | +65.4% |
| 5Y | +8.8% | +46.1% | -37.4% | -9.7% |
| All | +32.8% | +66.0% | -33.2% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling