+5.5%
SNOW vs O
+14.8%
-9.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.9% | -0.6% | +5.5% | +5.2% |
| 30D | +1.5% | -2.0% | +3.5% | +2.3% |
| 3M | +39.5% | +3.0% | +36.5% | +37.3% |
| 6M | +85.9% | -3.6% | +89.5% | +87.2% |
| YTD | +52.9% | +12.1% | +40.9% | +40.5% |
| 1Y | +48.1% | +8.9% | +39.2% | +37.9% |
| 3Y | +102.2% | +30.3% | +71.8% | +60.5% |
| 5Y | +5.5% | +13.7% | -8.2% | -8.2% |
| All | +5.5% | +14.8% | -9.3% | -8.2% |
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 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