+29.8%
SNOW vs NYT
+67.1%
-37.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.5% | -0.7% | -6.8% | -7.2% |
| 30D | -1.3% | +4.5% | -5.8% | -3.4% |
| 3M | +37.4% | -8.5% | +46.0% | +41.3% |
| 6M | +88.1% | -15.1% | +103.1% | +99.1% |
| YTD | +50.3% | -3.3% | +53.6% | +49.3% |
| 1Y | +46.0% | +17.0% | +29.0% | +31.5% |
| 3Y | +98.7% | +55.7% | +43.0% | +51.3% |
| 5Y | +3.5% | +38.9% | -35.4% | -24.2% |
| All | +29.8% | +67.1% | -37.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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