+78.9%
SNOW vs NXT
+213.5%
-134.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | +5.5% | -9.4% | +14.9% | +6.5% |
| 30D | -13.2% | +15.1% | -28.3% | -14.6% |
| 3M | -13.7% | -9.1% | -4.6% | -13.2% |
| 6M | +91.0% | -30.3% | +121.3% | +95.6% |
| YTD | +32.7% | +9.1% | +23.6% | +26.5% |
| 1Y | +13.3% | +7.9% | +5.4% | +8.0% |
| 3Y | +83.4% | +176.5% | -93.1% | +46.6% |
| All | +78.9% | +213.5% | -134.6% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling