-18.1%
SNOW vs O
+12.4%
-30.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.2% | +3.5% | -3.3% | -1.2% |
| 30D | -19.8% | +10.4% | -30.2% | -23.2% |
| 3M | -11.6% | -2.4% | -9.2% | -10.8% |
| 6M | +94.0% | -1.2% | +95.2% | +93.5% |
| YTD | +34.8% | +10.4% | +24.4% | +24.0% |
| 1Y | +10.1% | +11.4% | -1.3% | +0.6% |
| 3Y | +84.4% | +40.4% | +44.0% | +32.7% |
| 5Y | -18.1% | +12.1% | -30.2% | -28.4% |
| All | -18.1% | +12.4% | -30.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling