+29.8%
SNOW vs O
+25.9%
+4.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -7.5% | -3.5% | -4.0% | -6.5% |
| 30D | -1.3% | -3.3% | +2.0% | -0.3% |
| 3M | +37.4% | -2.8% | +40.3% | +38.4% |
| 6M | +88.1% | -5.8% | +93.8% | +90.4% |
| YTD | +50.3% | +9.4% | +40.9% | +42.2% |
| 1Y | +46.0% | +5.7% | +40.3% | +40.0% |
| 3Y | +98.7% | +27.2% | +71.4% | +70.1% |
| 5Y | +3.5% | +17.2% | -13.7% | -4.7% |
| All | +29.8% | +25.9% | +4.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded O 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling