+3.3%
SNOW vs NTR
+45.7%
-42.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -1.0% | +16.8% | -17.8% | -4.0% |
| 3M | +36.9% | +20.7% | +16.1% | +31.5% |
| 6M | +83.4% | +0.5% | +82.8% | +82.0% |
| YTD | +50.0% | +29.2% | +20.8% | +40.3% |
| 1Y | +46.5% | +39.6% | +6.9% | +34.2% |
| 3Y | +93.3% | +37.9% | +55.5% | +74.4% |
| All | +3.3% | +45.7% | -42.4% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling