+110.9%
SNOW vs NXT
+95.6%
+15.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.5% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +6.4% | -15.3% | +21.8% | +8.0% |
| 3M | +38.1% | -43.8% | +81.9% | +44.9% |
| 6M | +100.4% | -18.7% | +119.0% | +99.7% |
| YTD | +53.7% | -3.0% | +56.7% | +48.8% |
| 1Y | +52.0% | +22.7% | +29.2% | +41.8% |
| All | +110.9% | +95.6% | +15.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling