+17.6%
SNOW vs O
+26.5%
-8.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +10.8% | -0.4% | +11.2% | +11.0% |
| 30D | -16.5% | +8.3% | -24.8% | -18.6% |
| 3M | -10.1% | -4.0% | -6.1% | -9.1% |
| 6M | +96.5% | -2.6% | +99.2% | +97.2% |
| YTD | +36.2% | +9.9% | +26.3% | +28.5% |
| 1Y | +10.7% | +9.8% | +0.9% | +4.4% |
| 3Y | +86.2% | +39.7% | +46.5% | +51.0% |
| 5Y | -22.7% | +9.2% | -31.9% | -29.4% |
| All | +17.6% | +26.5% | -8.8% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling