+29.6%
SNOW vs NTR
+135.8%
-106.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -1.0% | +16.8% | -17.8% | -4.2% |
| 3M | +36.9% | +20.7% | +16.1% | +31.1% |
| 6M | +83.4% | +0.5% | +82.8% | +81.8% |
| YTD | +50.0% | +29.2% | +20.8% | +39.7% |
| 1Y | +46.5% | +39.6% | +6.9% | +33.5% |
| 3Y | +93.3% | +37.9% | +55.5% | +73.7% |
| 5Y | +3.3% | +47.1% | -43.8% | -14.4% |
| All | +29.6% | +135.8% | -106.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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