+115.6%
SNOW vs NVD
-99.1%
+214.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.4% | +10.8% | -13.3% | -0.7% |
| 30D | -1.0% | +0.8% | -1.7% | -0.2% |
| 3M | +36.9% | -20.8% | +57.7% | +33.4% |
| 6M | +83.4% | -41.2% | +124.5% | +72.5% |
| YTD | +50.0% | -44.2% | +94.2% | +41.2% |
| 1Y | +46.5% | -54.2% | +100.7% | +35.6% |
| 3Y | +93.3% | -99.1% | +192.5% | -2.2% |
| All | +115.6% | -99.1% | +214.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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