+116.1%
SNOW vs NVD
-99.1%
+215.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | +0.2% |
| 7D | -7.5% | +9.0% | -16.5% | -6.1% |
| 30D | -1.3% | -5.5% | +4.1% | -1.6% |
| 3M | +37.4% | -24.6% | +62.1% | +32.8% |
| 6M | +88.1% | -42.1% | +130.1% | +76.4% |
| YTD | +50.3% | -44.3% | +94.6% | +41.5% |
| 1Y | +46.0% | -54.2% | +100.2% | +35.1% |
| 3Y | +98.7% | -99.1% | +197.8% | +0.5% |
| All | +116.1% | -99.1% | +215.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling