+29.6%
SNOW vs NTRS
+184.8%
-155.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -2.4% | +1.4% | -3.8% | -3.1% |
| 30D | -1.0% | -0.7% | -0.3% | -0.7% |
| 3M | +36.9% | +11.3% | +25.5% | +29.9% |
| 6M | +83.4% | +35.5% | +47.8% | +57.4% |
| YTD | +50.0% | +40.6% | +9.4% | +26.6% |
| 1Y | +46.5% | +49.2% | -2.7% | +19.9% |
| 3Y | +93.3% | +167.2% | -73.9% | +18.3% |
| 5Y | +3.3% | +94.9% | -91.7% | -27.4% |
| All | +29.6% | +184.8% | -155.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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